{"id":"2026-10-22_postclose_2026-10-23T00-37-11-870Z","version":1,"session":"postclose","generatedAt":"2026-10-23T00:37:11.870Z","generatedAtET":"Oct 22, 2026, 8:37 PM ET","marketSessionDate":"2026-10-22","dataSource":"Yahoo Finance public chart API (https://query1.finance.yahoo.com/v8/finance/chart/) — daily (6mo) and 5-minute (5d, incl. pre/post) bars. Unofficial, may be delayed.","universeSize":156,"fetched":156,"errors":[],"regime":{"label":"transitional","reasons":["VIX 19.03 between 15 and 22, VIX9D ≤ VIX"],"vix":19.03,"vixChg":2.35,"vix9d":18.86,"vix3m":20.12,"vvix":107.94,"vix9dOverVix":0.991,"vixOverVix3m":0.946,"termStructure":"mild contango (normal)","spyRv20":9.85,"vrp":9.18,"riskPerTradePct":0.25,"indices":[{"symbol":"SPY","close":763.96,"pctChg":-0.0118,"rangePos":0.427,"gapPct":-0.0087,"relVol":1.34,"ma20":770.72,"ma50":768.17,"trend":"mixed, below 50d","rv20":0.0985},{"symbol":"QQQ","close":704.47,"pctChg":-0.0286,"rangePos":0.19,"gapPct":-0.0159,"relVol":1.84,"ma20":737.24,"ma50":726.37,"trend":"mixed, below 50d","rv20":0.1869},{"symbol":"SMH","close":523.35,"pctChg":-0.0599,"rangePos":0.139,"gapPct":-0.0363,"relVol":1.97,"ma20":589.51,"ma50":576.33,"trend":"mixed, below 50d","rv20":0.3442}]},"buckets":[{"key":"long_momentum","title":"Long momentum","criteria":"RelVol > 1.5, residual return > 0, close in top 30% of day range, close above VWAP","clusters":[{"sector":"Software","symbols":["ADBE","NOW"]}],"rows":[{"symbol":"BX","sector":"Financials","close":118.75,"pctChg":0.0838,"gapPct":-0.0205,"indicatedGapPct":null,"rangePos":0.987,"relVol":2.12,"atr":4.22,"atrPct":0.0355,"rv20":0.4316,"adv20":663561815,"beta60":1.93,"residual":0.1066,"residualZ":6.19,"z1d":4.24,"mom5":0.0875,"vwap":116.04,"closeVsVwap":0.0234,"orHigh":113.86,"orLow":105.5,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["long_momentum"],"side":"long","clusterFlag":null},{"symbol":"SPOT","sector":"Internet/Media","close":583.66,"pctChg":0.111,"gapPct":0.0684,"indicatedGapPct":null,"rangePos":0.799,"relVol":3.23,"atr":21.28,"atrPct":0.0365,"rv20":0.4805,"adv20":855897186,"beta60":-0.49,"residual":0.1052,"residualZ":4.32,"z1d":5.69,"mom5":0.0943,"vwap":575.18,"closeVsVwap":0.0147,"orHigh":588.88,"orLow":561.29,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":["long_momentum"],"side":"long","clusterFlag":null},{"symbol":"ADBE","sector":"Software","close":270.55,"pctChg":0.0607,"gapPct":0.0141,"indicatedGapPct":null,"rangePos":0.899,"relVol":1.64,"atr":8.67,"atrPct":0.0321,"rv20":0.3849,"adv20":1054733451,"beta60":0.31,"residual":0.0644,"residualZ":2.37,"z1d":2.87,"mom5":0.075,"vwap":267.93,"closeVsVwap":0.0098,"orHigh":262.3,"orLow":256.7,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["long_momentum"],"side":"long","clusterFlag":"Software ×2"},{"symbol":"HON","sector":"Industrials","close":218.31,"pctChg":0.0167,"gapPct":-0.0058,"indicatedGapPct":null,"rangePos":0.982,"relVol":2.36,"atr":4.9,"atrPct":0.0225,"rv20":0.1586,"adv20":507441107,"beta60":0.66,"residual":0.0244,"residualZ":1.78,"z1d":1.78,"mom5":0.0371,"vwap":214.25,"closeVsVwap":0.019,"orHigh":215.63,"orLow":205.2,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["long_momentum"],"side":"long","clusterFlag":null},{"symbol":"NOW","sector":"Software","close":157,"pctChg":0.0253,"gapPct":0.0074,"indicatedGapPct":null,"rangePos":0.851,"relVol":1.62,"atr":6.06,"atrPct":0.0386,"rv20":0.3965,"adv20":1572008553,"beta60":0.84,"residual":0.0353,"residualZ":1.11,"z1d":1,"mom5":0.0567,"vwap":156.3,"closeVsVwap":0.0045,"orHigh":157.4,"orLow":153.57,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":["long_momentum"],"side":"long","clusterFlag":"Software ×2"},{"symbol":"IBM","sector":"Hardware","close":252.11,"pctChg":0.0026,"gapPct":-0.0406,"indicatedGapPct":null,"rangePos":0.723,"relVol":2.11,"atr":6.94,"atrPct":0.0275,"rv20":0.2625,"adv20":1361297944,"beta60":0.99,"residual":0.0143,"residualZ":0.81,"z1d":0.14,"mom5":0.0768,"vwap":247.86,"closeVsVwap":0.0171,"orHigh":256.3,"orLow":240,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":["long_momentum"],"side":"long","clusterFlag":null}]},{"key":"short_momentum","title":"Short momentum","criteria":"RelVol > 1.5, residual return < 0, close in bottom 30% of day range, close below VWAP","clusters":[{"sector":"Semis","symbols":["KLAC","LRCX","ADI","AMAT","TSM","TXN"]},{"sector":"Hardware","symbols":["ANET","VRT"]}],"rows":[{"symbol":"GEV","sector":"Industrials","close":827.42,"pctChg":-0.1064,"gapPct":-0.0323,"indicatedGapPct":null,"rangePos":0.161,"relVol":2.67,"atr":49.71,"atrPct":0.0601,"rv20":0.5486,"adv20":2247672745,"beta60":1.97,"residual":-0.0832,"residualZ":-3.33,"z1d":-4.43,"mom5":-0.1069,"vwap":833.08,"closeVsVwap":-0.0068,"orHigh":901.6,"orLow":856.78,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"],"side":"short","clusterFlag":null},{"symbol":"VST","sector":"Materials/Utilities","close":140.83,"pctChg":-0.0981,"gapPct":-0.0201,"indicatedGapPct":null,"rangePos":0.114,"relVol":1.69,"atr":10.04,"atrPct":0.0713,"rv20":0.708,"adv20":1177127165,"beta60":1.5,"residual":-0.0803,"residualZ":-2.84,"z1d":-2.6,"mom5":-0.0865,"vwap":141.23,"closeVsVwap":-0.0028,"orHigh":154.27,"orLow":147.64,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"],"side":"short","clusterFlag":null},{"symbol":"KLAC","sector":"Semis","close":147.83,"pctChg":-0.0955,"gapPct":-0.0524,"indicatedGapPct":null,"rangePos":0.151,"relVol":2.2,"atr":8.52,"atrPct":0.0576,"rv20":0.5114,"adv20":1814285618,"beta60":2.42,"residual":-0.0668,"residualZ":-2.41,"z1d":-3.91,"mom5":-0.1526,"vwap":149.65,"closeVsVwap":-0.0122,"orHigh":155,"orLow":151.92,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"],"side":"short","clusterFlag":"Semis ×6"},{"symbol":"LRCX","sector":"Semis","close":230.15,"pctChg":-0.1176,"gapPct":-0.1004,"indicatedGapPct":null,"rangePos":0.171,"relVol":2.63,"atr":15.58,"atrPct":0.0677,"rv20":0.5962,"adv20":2785902798,"beta60":3.13,"residual":-0.0806,"residualZ":-2.32,"z1d":-4.36,"mom5":-0.1705,"vwap":233.73,"closeVsVwap":-0.0153,"orHigh":241.67,"orLow":232.2,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"],"side":"short","clusterFlag":"Semis ×6"},{"symbol":"META","sector":"Internet/Media","close":648.85,"pctChg":-0.0698,"gapPct":-0.0312,"indicatedGapPct":null,"rangePos":0.221,"relVol":2.08,"atr":25.57,"atrPct":0.0394,"rv20":0.4327,"adv20":14242473929,"beta60":1.12,"residual":-0.0565,"residualZ":-2.01,"z1d":-2.75,"mom5":-0.1193,"vwap":652.62,"closeVsVwap":-0.0058,"orHigh":681.07,"orLow":648.26,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"],"side":"short","clusterFlag":null},{"symbol":"ADI","sector":"Semis","close":385.76,"pctChg":-0.0498,"gapPct":-0.0196,"indicatedGapPct":null,"rangePos":0.032,"relVol":2.2,"atr":13.39,"atrPct":0.0347,"rv20":0.3206,"adv20":1289350859,"beta60":1.65,"residual":-0.0303,"residualZ":-1.9,"z1d":-3.04,"mom5":-0.045,"vwap":389.88,"closeVsVwap":-0.0106,"orHigh":399.48,"orLow":390.81,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"],"side":"short","clusterFlag":"Semis ×6"},{"symbol":"ANET","sector":"Hardware","close":171.07,"pctChg":-0.0719,"gapPct":-0.0316,"indicatedGapPct":null,"rangePos":0.136,"relVol":1.54,"atr":9.29,"atrPct":0.0543,"rv20":0.4792,"adv20":1103402356,"beta60":2.56,"residual":-0.0416,"residualZ":-1.59,"z1d":-2.76,"mom5":-0.0782,"vwap":171.7,"closeVsVwap":-0.0037,"orHigh":178.7,"orLow":174.5,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"],"side":"short","clusterFlag":"Hardware ×2"},{"symbol":"TMO","sector":"Healthcare","close":676.54,"pctChg":-0.0252,"gapPct":-0.0033,"indicatedGapPct":null,"rangePos":0.081,"relVol":1.52,"atr":23.71,"atrPct":0.035,"rv20":0.289,"adv20":1649244884,"beta60":0.07,"residual":-0.0243,"residualZ":-1.56,"z1d":-1.42,"mom5":-0.0286,"vwap":681.48,"closeVsVwap":-0.0072,"orHigh":703.2,"orLow":683.1,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"],"side":"short","clusterFlag":null},{"symbol":"AMAT","sector":"Semis","close":375.58,"pctChg":-0.0816,"gapPct":-0.0608,"indicatedGapPct":null,"rangePos":0.026,"relVol":2.02,"atr":20.61,"atrPct":0.0549,"rv20":0.5356,"adv20":3187750053,"beta60":2.73,"residual":-0.0494,"residualZ":-1.53,"z1d":-2.83,"mom5":-0.1266,"vwap":380.73,"closeVsVwap":-0.0135,"orHigh":389.56,"orLow":380.92,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"],"side":"short","clusterFlag":"Semis ×6"},{"symbol":"TSM","sector":"Semis","close":412.35,"pctChg":-0.0452,"gapPct":-0.0289,"indicatedGapPct":null,"rangePos":0.182,"relVol":1.51,"atr":13.86,"atrPct":0.0336,"rv20":0.3297,"adv20":4991866699,"beta60":1.86,"residual":-0.0232,"residualZ":-1.47,"z1d":-2.45,"mom5":-0.0234,"vwap":413.25,"closeVsVwap":-0.0022,"orHigh":421.91,"orLow":417.07,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"],"side":"short","clusterFlag":"Semis ×6"},{"symbol":"VRT","sector":"Hardware","close":195.59,"pctChg":-0.0781,"gapPct":-0.0403,"indicatedGapPct":null,"rangePos":0.226,"relVol":1.63,"atr":11.72,"atrPct":0.0599,"rv20":0.4949,"adv20":1226683549,"beta60":3.34,"residual":-0.0386,"residualZ":-1.15,"z1d":-2.97,"mom5":-0.0892,"vwap":196.93,"closeVsVwap":-0.0068,"orHigh":204,"orLow":199.9,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"],"side":"short","clusterFlag":"Hardware ×2"},{"symbol":"TXN","sector":"Semis","close":279.5,"pctChg":-0.0181,"gapPct":-0.0015,"indicatedGapPct":null,"rangePos":0.292,"relVol":2.51,"atr":9.29,"atrPct":0.0332,"rv20":0.285,"adv20":1708670239,"beta60":1.22,"residual":-0.0037,"residualZ":-0.21,"z1d":-1.03,"mom5":0.0014,"vwap":281.56,"closeVsVwap":-0.0073,"orHigh":286.54,"orLow":279.85,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"],"side":"short","clusterFlag":"Semis ×6"}]},{"key":"mean_reversion","title":"Mean reversion","criteria":"|1-day return z| > 2 with RelVol 0.7–1.5 (move on ordinary volume → fade candidate)","clusters":[{"sector":"Semis","symbols":["ASML","AMD","NVDA","INTC","MU"]},{"sector":"Consumer Staples","symbols":["TGT","MO","PEP"]},{"sector":"Consumer Disc.","symbols":["HD","AMZN","LOW"]},{"sector":"Healthcare","symbols":["ISRG","JNJ"]}],"rows":[{"symbol":"FCX","sector":"Materials/Utilities","close":64.59,"pctChg":-0.0626,"gapPct":-0.0396,"indicatedGapPct":null,"rangePos":0.176,"relVol":1.25,"atr":2.55,"atrPct":0.0395,"rv20":0.3478,"adv20":781578249,"beta60":1.71,"residual":-0.0423,"residualZ":-1.79,"z1d":-3.67,"mom5":-0.0781,"vwap":65.06,"closeVsVwap":-0.0072,"orHigh":66.42,"orLow":65.43,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"],"side":"long","clusterFlag":null},{"symbol":"ASML","sector":"Semis","close":1560.54,"pctChg":-0.0693,"gapPct":-0.03,"indicatedGapPct":null,"rangePos":0.064,"relVol":1.38,"atr":58.83,"atrPct":0.0377,"rv20":0.3924,"adv20":2611928569,"beta60":1.43,"residual":-0.0524,"residualZ":-2.46,"z1d":-3.6,"mom5":-0.0585,"vwap":1583.84,"closeVsVwap":-0.0147,"orHigh":1628.2,"orLow":1609.46,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"],"side":"long","clusterFlag":"Semis ×5"},{"symbol":"TGT","sector":"Consumer Staples","close":158.11,"pctChg":0.0376,"gapPct":-0.0024,"indicatedGapPct":null,"rangePos":0.974,"relVol":1.02,"atr":4.08,"atrPct":0.0258,"rv20":0.24,"adv20":612162176,"beta60":0.3,"residual":0.0411,"residualZ":2.46,"z1d":3.01,"mom5":0.0094,"vwap":155.84,"closeVsVwap":0.0146,"orHigh":153.75,"orLow":151.42,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_short"],"side":"short","clusterFlag":"Consumer Staples ×3"},{"symbol":"AMD","sector":"Semis","close":507.93,"pctChg":-0.081,"gapPct":-0.0526,"indicatedGapPct":null,"rangePos":0.195,"relVol":1.43,"atr":29.12,"atrPct":0.0573,"rv20":0.5118,"adv20":11566502401,"beta60":3.18,"residual":-0.0434,"residualZ":-1.41,"z1d":-2.93,"mom5":-0.0966,"vwap":513.79,"closeVsVwap":-0.0114,"orHigh":529.98,"orLow":519.8,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"],"side":"long","clusterFlag":"Semis ×5"},{"symbol":"NVDA","sector":"Semis","close":212.21,"pctChg":-0.044,"gapPct":-0.0214,"indicatedGapPct":null,"rangePos":0.125,"relVol":1.21,"atr":6.15,"atrPct":0.029,"rv20":0.2959,"adv20":23925827149,"beta60":1.94,"residual":-0.021,"residualZ":-1.16,"z1d":-2.79,"mom5":-0.0231,"vwap":213.54,"closeVsVwap":-0.0062,"orHigh":218.88,"orLow":215.68,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"],"side":"long","clusterFlag":"Semis ×5"},{"symbol":"HD","sector":"Consumer Disc.","close":327.73,"pctChg":0.0433,"gapPct":-0.0009,"indicatedGapPct":null,"rangePos":0.987,"relVol":1,"atr":7.15,"atrPct":0.0218,"rv20":0.2718,"adv20":1596770978,"beta60":0.59,"residual":0.0502,"residualZ":3.38,"z1d":2.78,"mom5":0.0632,"vwap":324.66,"closeVsVwap":0.0094,"orHigh":320.38,"orLow":313.56,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_short"],"side":"short","clusterFlag":"Consumer Disc. ×3"},{"symbol":"GOOGL","sector":"Internet/Media","close":324.22,"pctChg":-0.0315,"gapPct":-0.0136,"indicatedGapPct":null,"rangePos":0.235,"relVol":1.17,"atr":8.48,"atrPct":0.0262,"rv20":0.2097,"adv20":8213123873,"beta60":1.14,"residual":-0.0181,"residualZ":-1.11,"z1d":-2.7,"mom5":-0.0716,"vwap":325.1,"closeVsVwap":-0.0027,"orHigh":331.43,"orLow":326.97,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"],"side":"long","clusterFlag":null},{"symbol":"INTC","sector":"Semis","close":85.49,"pctChg":-0.0804,"gapPct":-0.0551,"indicatedGapPct":null,"rangePos":0.186,"relVol":1.35,"atr":5.51,"atrPct":0.0645,"rv20":0.5012,"adv20":10451626048,"beta60":3.48,"residual":-0.0393,"residualZ":-1.15,"z1d":-2.68,"mom5":-0.1036,"vwap":86.71,"closeVsVwap":-0.0141,"orHigh":88.79,"orLow":87.27,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"],"side":"long","clusterFlag":"Semis ×5"},{"symbol":"AMZN","sector":"Consumer Disc.","close":250.38,"pctChg":-0.0457,"gapPct":-0.0162,"indicatedGapPct":null,"rangePos":0.23,"relVol":1.37,"atr":7.11,"atrPct":0.0284,"rv20":0.3256,"adv20":9224305066,"beta60":1.75,"residual":-0.0251,"residualZ":-1.05,"z1d":-2.62,"mom5":-0.0172,"vwap":251.44,"closeVsVwap":-0.0042,"orHigh":258.36,"orLow":251.83,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"],"side":"long","clusterFlag":"Consumer Disc. ×3"},{"symbol":"MO","sector":"Consumer Staples","close":76.07,"pctChg":0.0303,"gapPct":0.0115,"indicatedGapPct":null,"rangePos":0.989,"relVol":0.96,"atr":1.56,"atrPct":0.0205,"rv20":0.2096,"adv20":532961600,"beta60":-0.99,"residual":0.0186,"residualZ":1.11,"z1d":2.54,"mom5":0.0302,"vwap":75.71,"closeVsVwap":0.0048,"orHigh":75.12,"orLow":74.28,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_short"],"side":"short","clusterFlag":"Consumer Staples ×3"},{"symbol":"INTU","sector":"Software","close":354.9,"pctChg":0.0575,"gapPct":0.0141,"indicatedGapPct":null,"rangePos":0.848,"relVol":1.37,"atr":12.41,"atrPct":0.035,"rv20":0.3615,"adv20":1064827096,"beta60":0.07,"residual":0.0583,"residualZ":2.07,"z1d":2.51,"mom5":0.0749,"vwap":352.48,"closeVsVwap":0.0069,"orHigh":346.42,"orLow":337.44,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_short"],"side":"short","clusterFlag":null},{"symbol":"LOW","sector":"Consumer Disc.","close":204.37,"pctChg":0.0397,"gapPct":0.0022,"indicatedGapPct":null,"rangePos":0.98,"relVol":1.31,"atr":4.97,"atrPct":0.0243,"rv20":0.2918,"adv20":626427150,"beta60":0.41,"residual":0.0446,"residualZ":2.9,"z1d":2.33,"mom5":0.0442,"vwap":202.85,"closeVsVwap":0.0075,"orHigh":200.43,"orLow":197,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_short"],"side":"short","clusterFlag":"Consumer Disc. ×3"},{"symbol":"CAT","sector":"Industrials","close":704.05,"pctChg":-0.0489,"gapPct":-0.0255,"indicatedGapPct":null,"rangePos":0.326,"relVol":1.21,"atr":30.74,"atrPct":0.0437,"rv20":0.3756,"adv20":2027278041,"beta60":1.91,"residual":-0.0263,"residualZ":-1.5,"z1d":-2.32,"mom5":-0.0429,"vwap":704.56,"closeVsVwap":-0.0007,"orHigh":722.4,"orLow":709.55,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"],"side":"long","clusterFlag":null},{"symbol":"MU","sector":"Semis","close":856.49,"pctChg":-0.0626,"gapPct":-0.0368,"indicatedGapPct":null,"rangePos":0.123,"relVol":1.21,"atr":49.18,"atrPct":0.0574,"rv20":0.4855,"adv20":26768499409,"beta60":3.16,"residual":-0.0253,"residualZ":-0.69,"z1d":-2.24,"mom5":-0.0803,"vwap":869.77,"closeVsVwap":-0.0153,"orHigh":906.93,"orLow":877.25,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"],"side":"long","clusterFlag":"Semis ×5"},{"symbol":"ISRG","sector":"Healthcare","close":443.85,"pctChg":0.0367,"gapPct":0.0059,"indicatedGapPct":null,"rangePos":0.982,"relVol":1.27,"atr":13.15,"atrPct":0.0296,"rv20":0.2878,"adv20":944677242,"beta60":0.75,"residual":0.0455,"residualZ":2.4,"z1d":2.2,"mom5":0.0374,"vwap":439.7,"closeVsVwap":0.0094,"orHigh":435.67,"orLow":427.47,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_short"],"side":"short","clusterFlag":"Healthcare ×2"},{"symbol":"PEP","sector":"Consumer Staples","close":138.83,"pctChg":0.0307,"gapPct":0.0118,"indicatedGapPct":null,"rangePos":0.961,"relVol":0.92,"atr":3.06,"atrPct":0.0221,"rv20":0.2323,"adv20":1305889238,"beta60":-0.3,"residual":0.0271,"residualZ":2.35,"z1d":2.19,"mom5":0.0814,"vwap":137.84,"closeVsVwap":0.0072,"orHigh":136.58,"orLow":134.85,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_short"],"side":"short","clusterFlag":"Consumer Staples ×3"},{"symbol":"JNJ","sector":"Healthcare","close":267.61,"pctChg":0.0381,"gapPct":0.0107,"indicatedGapPct":null,"rangePos":0.806,"relVol":1.33,"atr":6.92,"atrPct":0.0259,"rv20":0.3239,"adv20":2022411703,"beta60":-0.22,"residual":0.0355,"residualZ":2.48,"z1d":2.1,"mom5":0.0566,"vwap":266.04,"closeVsVwap":0.0059,"orHigh":263.19,"orLow":259.04,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_short"],"side":"short","clusterFlag":"Healthcare ×2"}]}],"universe":[{"symbol":"BX","sector":"Financials","close":118.75,"pctChg":0.0838,"gapPct":-0.0205,"indicatedGapPct":null,"rangePos":0.987,"relVol":2.12,"atr":4.22,"atrPct":0.0355,"rv20":0.4316,"adv20":663561815,"beta60":1.93,"residual":0.1066,"residualZ":6.19,"z1d":4.24,"mom5":0.0875,"vwap":116.04,"closeVsVwap":0.0234,"orHigh":113.86,"orLow":105.5,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["long_momentum"]},{"symbol":"PG","sector":"Consumer Staples","close":165.59,"pctChg":0.0558,"gapPct":0.0338,"indicatedGapPct":null,"rangePos":0.751,"relVol":2.42,"atr":3.15,"atrPct":0.019,"rv20":0.2613,"adv20":1510100626,"beta60":0.07,"residual":0.0566,"residualZ":5.35,"z1d":4.46,"mom5":0.0542,"vwap":165.98,"closeVsVwap":-0.0023,"orHigh":166.72,"orLow":161.36,"orStatus":"inside","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"NEE","sector":"Materials/Utilities","close":81.9,"pctChg":0.0462,"gapPct":0.0071,"indicatedGapPct":null,"rangePos":0.918,"relVol":1.37,"atr":1.59,"atrPct":0.0194,"rv20":0.2161,"adv20":1005308927,"beta60":0.21,"residual":0.0487,"residualZ":5.08,"z1d":4.38,"mom5":0.0372,"vwap":80.91,"closeVsVwap":0.0123,"orHigh":80.07,"orLow":78.64,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"LMT","sector":"Industrials","close":589.91,"pctChg":0.0696,"gapPct":0.0508,"indicatedGapPct":null,"rangePos":0.407,"relVol":2.57,"atr":14.84,"atrPct":0.0252,"rv20":0.33,"adv20":666772116,"beta60":0.05,"residual":0.0702,"residualZ":4.46,"z1d":4.6,"mom5":0.1075,"vwap":586.57,"closeVsVwap":0.0057,"orHigh":608,"orLow":577.24,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"SPOT","sector":"Internet/Media","close":583.66,"pctChg":0.111,"gapPct":0.0684,"indicatedGapPct":null,"rangePos":0.799,"relVol":3.23,"atr":21.28,"atrPct":0.0365,"rv20":0.4805,"adv20":855897186,"beta60":-0.49,"residual":0.1052,"residualZ":4.32,"z1d":5.69,"mom5":0.0943,"vwap":575.18,"closeVsVwap":0.0147,"orHigh":588.88,"orLow":561.29,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":["long_momentum"]},{"symbol":"KHC","sector":"Consumer Staples","close":25.09,"pctChg":0.0677,"gapPct":0.0094,"indicatedGapPct":null,"rangePos":0.983,"relVol":1.4,"atr":0.63,"atrPct":0.025,"rv20":0.3471,"adv20":327397756,"beta60":-0.17,"residual":0.0657,"residualZ":3.75,"z1d":4.2,"mom5":0.0777,"vwap":24.73,"closeVsVwap":0.0146,"orHigh":24.05,"orLow":23.68,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ADV < $500M"],"signals":[]},{"symbol":"SO","sector":"Materials/Utilities","close":93.82,"pctChg":0.0379,"gapPct":0.0076,"indicatedGapPct":null,"rangePos":0.979,"relVol":1.3,"atr":1.66,"atrPct":0.0177,"rv20":0.2014,"adv20":560066476,"beta60":-0.12,"residual":0.0365,"residualZ":3.71,"z1d":3.54,"mom5":0.052,"vwap":92.72,"closeVsVwap":0.0118,"orHigh":91.81,"orLow":90.99,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"DUK","sector":"Materials/Utilities","close":125.4,"pctChg":0.0392,"gapPct":0.0051,"indicatedGapPct":null,"rangePos":0.981,"relVol":1.19,"atr":2.07,"atrPct":0.0165,"rv20":0.1938,"adv20":475047727,"beta60":-0.23,"residual":0.0365,"residualZ":3.7,"z1d":4.03,"mom5":0.0548,"vwap":124.52,"closeVsVwap":0.0071,"orHigh":122.14,"orLow":121.24,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ADV < $500M","ATR% < 2%"],"signals":[]},{"symbol":"HD","sector":"Consumer Disc.","close":327.73,"pctChg":0.0433,"gapPct":-0.0009,"indicatedGapPct":null,"rangePos":0.987,"relVol":1,"atr":7.15,"atrPct":0.0218,"rv20":0.2718,"adv20":1596770978,"beta60":0.59,"residual":0.0502,"residualZ":3.38,"z1d":2.78,"mom5":0.0632,"vwap":324.66,"closeVsVwap":0.0094,"orHigh":320.38,"orLow":313.56,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_short"]},{"symbol":"KKR","sector":"Financials","close":93.09,"pctChg":0.0358,"gapPct":-0.0049,"indicatedGapPct":null,"rangePos":0.986,"relVol":0.94,"atr":2.82,"atrPct":0.0303,"rv20":0.3238,"adv20":534732055,"beta60":1.97,"residual":0.0591,"residualZ":3.3,"z1d":1.93,"mom5":0.0623,"vwap":92.27,"closeVsVwap":0.0089,"orHigh":92.2,"orLow":88.53,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"UNP","sector":"Industrials","close":298.09,"pctChg":0.0355,"gapPct":-0.027,"indicatedGapPct":null,"rangePos":0.938,"relVol":2.23,"atr":5.17,"atrPct":0.0173,"rv20":0.1658,"adv20":671708496,"beta60":0.01,"residual":0.0356,"residualZ":3.3,"z1d":4.55,"mom5":0.0325,"vwap":295.37,"closeVsVwap":0.0092,"orHigh":295.9,"orLow":278.59,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"LULU","sector":"Consumer Disc.","close":104.06,"pctChg":0.078,"gapPct":-0.012,"indicatedGapPct":null,"rangePos":0.989,"relVol":1.62,"atr":3.61,"atrPct":0.0347,"rv20":0.4191,"adv20":418564160,"beta60":1.37,"residual":0.0942,"residualZ":3.1,"z1d":3.91,"mom5":0.0502,"vwap":101.31,"closeVsVwap":0.0272,"orHigh":98.17,"orLow":95.31,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ADV < $500M"],"signals":[]},{"symbol":"LOW","sector":"Consumer Disc.","close":204.37,"pctChg":0.0397,"gapPct":0.0022,"indicatedGapPct":null,"rangePos":0.98,"relVol":1.31,"atr":4.97,"atrPct":0.0243,"rv20":0.2918,"adv20":626427150,"beta60":0.41,"residual":0.0446,"residualZ":2.9,"z1d":2.33,"mom5":0.0442,"vwap":202.85,"closeVsVwap":0.0075,"orHigh":200.43,"orLow":197,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_short"]},{"symbol":"HPQ","sector":"Hardware","close":33.76,"pctChg":0.0779,"gapPct":-0.0096,"indicatedGapPct":null,"rangePos":0.966,"relVol":1.35,"atr":1.27,"atrPct":0.0376,"rv20":0.4524,"adv20":372020384,"beta60":0.78,"residual":0.0871,"residualZ":2.8,"z1d":3.27,"mom5":0.0943,"vwap":32.69,"closeVsVwap":0.0326,"orHigh":32.23,"orLow":31.02,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ADV < $500M"],"signals":[]},{"symbol":"KO","sector":"Consumer Staples","close":95.34,"pctChg":0.0287,"gapPct":0.0126,"indicatedGapPct":null,"rangePos":0.983,"relVol":1.07,"atr":1.59,"atrPct":0.0167,"rv20":0.1849,"adv20":1448759492,"beta60":-0.36,"residual":0.0245,"residualZ":2.71,"z1d":2.81,"mom5":0.0363,"vwap":94.52,"closeVsVwap":0.0087,"orHigh":94.25,"orLow":93.6,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"JNJ","sector":"Healthcare","close":267.61,"pctChg":0.0381,"gapPct":0.0107,"indicatedGapPct":null,"rangePos":0.806,"relVol":1.33,"atr":6.92,"atrPct":0.0259,"rv20":0.3239,"adv20":2022411703,"beta60":-0.22,"residual":0.0355,"residualZ":2.48,"z1d":2.1,"mom5":0.0566,"vwap":266.04,"closeVsVwap":0.0059,"orHigh":263.19,"orLow":259.04,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_short"]},{"symbol":"TGT","sector":"Consumer Staples","close":158.11,"pctChg":0.0376,"gapPct":-0.0024,"indicatedGapPct":null,"rangePos":0.974,"relVol":1.02,"atr":4.08,"atrPct":0.0258,"rv20":0.24,"adv20":612162176,"beta60":0.3,"residual":0.0411,"residualZ":2.46,"z1d":3.01,"mom5":0.0094,"vwap":155.84,"closeVsVwap":0.0146,"orHigh":153.75,"orLow":151.42,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_short"]},{"symbol":"MDLZ","sector":"Consumer Staples","close":65.19,"pctChg":0.0391,"gapPct":0.0191,"indicatedGapPct":null,"rangePos":0.987,"relVol":1.22,"atr":1.35,"atrPct":0.0208,"rv20":0.2521,"adv20":466829274,"beta60":-0.65,"residual":0.0314,"residualZ":2.46,"z1d":2.82,"mom5":0.0343,"vwap":64.39,"closeVsVwap":0.0124,"orHigh":63.94,"orLow":63.31,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ADV < $500M"],"signals":[]},{"symbol":"ISRG","sector":"Healthcare","close":443.85,"pctChg":0.0367,"gapPct":0.0059,"indicatedGapPct":null,"rangePos":0.982,"relVol":1.27,"atr":13.15,"atrPct":0.0296,"rv20":0.2878,"adv20":944677242,"beta60":0.75,"residual":0.0455,"residualZ":2.4,"z1d":2.2,"mom5":0.0374,"vwap":439.7,"closeVsVwap":0.0094,"orHigh":435.67,"orLow":427.47,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_short"]},{"symbol":"ADBE","sector":"Software","close":270.55,"pctChg":0.0607,"gapPct":0.0141,"indicatedGapPct":null,"rangePos":0.899,"relVol":1.64,"atr":8.67,"atrPct":0.0321,"rv20":0.3849,"adv20":1054733451,"beta60":0.31,"residual":0.0644,"residualZ":2.37,"z1d":2.87,"mom5":0.075,"vwap":267.93,"closeVsVwap":0.0098,"orHigh":262.3,"orLow":256.7,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["long_momentum"]},{"symbol":"PEP","sector":"Consumer Staples","close":138.83,"pctChg":0.0307,"gapPct":0.0118,"indicatedGapPct":null,"rangePos":0.961,"relVol":0.92,"atr":3.06,"atrPct":0.0221,"rv20":0.2323,"adv20":1305889238,"beta60":-0.3,"residual":0.0271,"residualZ":2.35,"z1d":2.19,"mom5":0.0814,"vwap":137.84,"closeVsVwap":0.0072,"orHigh":136.58,"orLow":134.85,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_short"]},{"symbol":"SBUX","sector":"Consumer Disc.","close":101.91,"pctChg":0.0286,"gapPct":0.0009,"indicatedGapPct":null,"rangePos":0.967,"relVol":1.03,"atr":2.67,"atrPct":0.0262,"rv20":0.2563,"adv20":900204936,"beta60":0.17,"residual":0.0306,"residualZ":2.2,"z1d":1.87,"mom5":0.0519,"vwap":101.45,"closeVsVwap":0.0046,"orHigh":100.17,"orLow":98.68,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"INTU","sector":"Software","close":354.9,"pctChg":0.0575,"gapPct":0.0141,"indicatedGapPct":null,"rangePos":0.848,"relVol":1.37,"atr":12.41,"atrPct":0.035,"rv20":0.3615,"adv20":1064827096,"beta60":0.07,"residual":0.0583,"residualZ":2.07,"z1d":2.51,"mom5":0.0749,"vwap":352.48,"closeVsVwap":0.0069,"orHigh":346.42,"orLow":337.44,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_short"]},{"symbol":"MCD","sector":"Consumer Disc.","close":252.63,"pctChg":0.0259,"gapPct":0.0078,"indicatedGapPct":null,"rangePos":0.975,"relVol":0.85,"atr":4.34,"atrPct":0.0172,"rv20":0.1731,"adv20":1387490331,"beta60":0.01,"residual":0.026,"residualZ":2.07,"z1d":2.66,"mom5":0.0418,"vwap":250.66,"closeVsVwap":0.0079,"orHigh":248.75,"orLow":246.47,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"BMY","sector":"Healthcare","close":63,"pctChg":0.0308,"gapPct":0.0056,"indicatedGapPct":null,"rangePos":0.769,"relVol":1.13,"atr":2.05,"atrPct":0.0326,"rv20":0.3669,"adv20":809922921,"beta60":0.39,"residual":0.0354,"residualZ":2.07,"z1d":1.38,"mom5":0.0401,"vwap":63.02,"closeVsVwap":-0.0003,"orHigh":62.01,"orLow":61.04,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"CMCSA","sector":"Internet/Media","close":22.84,"pctChg":0.0344,"gapPct":0.0104,"indicatedGapPct":null,"rangePos":0.652,"relVol":1.78,"atr":0.65,"atrPct":0.0287,"rv20":0.2581,"adv20":681637274,"beta60":-0.01,"residual":0.0343,"residualZ":1.83,"z1d":2.3,"mom5":0.0492,"vwap":22.82,"closeVsVwap":0.0009,"orHigh":22.88,"orLow":22,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"VZ","sector":"Telecom","close":45.2,"pctChg":0.0376,"gapPct":0.0067,"indicatedGapPct":null,"rangePos":0.94,"relVol":1.11,"atr":1.36,"atrPct":0.0301,"rv20":0.4535,"adv20":1164003423,"beta60":-0.41,"residual":0.0328,"residualZ":1.79,"z1d":1.43,"mom5":0.018,"vwap":44.8,"closeVsVwap":0.0089,"orHigh":44.63,"orLow":43.78,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"HON","sector":"Industrials","close":218.31,"pctChg":0.0167,"gapPct":-0.0058,"indicatedGapPct":null,"rangePos":0.982,"relVol":2.36,"atr":4.9,"atrPct":0.0225,"rv20":0.1586,"adv20":507441107,"beta60":0.66,"residual":0.0244,"residualZ":1.78,"z1d":1.78,"mom5":0.0371,"vwap":214.25,"closeVsVwap":0.019,"orHigh":215.63,"orLow":205.2,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["long_momentum"]},{"symbol":"MA","sector":"Financials","close":633.21,"pctChg":0.017,"gapPct":0.0029,"indicatedGapPct":null,"rangePos":0.991,"relVol":1.35,"atr":10.45,"atrPct":0.0165,"rv20":0.176,"adv20":1811997452,"beta60":0.26,"residual":0.02,"residualZ":1.77,"z1d":1.56,"mom5":0.0274,"vwap":629.78,"closeVsVwap":0.0054,"orHigh":627.7,"orLow":623.95,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"UPS","sector":"Industrials","close":101.52,"pctChg":0.0196,"gapPct":-0.0031,"indicatedGapPct":null,"rangePos":0.848,"relVol":1,"atr":1.94,"atrPct":0.0191,"rv20":0.1573,"adv20":430737645,"beta60":0.54,"residual":0.0259,"residualZ":1.76,"z1d":1.45,"mom5":0.0377,"vwap":101.14,"closeVsVwap":0.0038,"orHigh":100.66,"orLow":98.97,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ADV < $500M","ATR% < 2%"],"signals":[]},{"symbol":"GILD","sector":"Healthcare","close":157.19,"pctChg":0.0236,"gapPct":0.0017,"indicatedGapPct":null,"rangePos":0.948,"relVol":1.1,"atr":4.15,"atrPct":0.0264,"rv20":0.2818,"adv20":862433393,"beta60":0.32,"residual":0.0274,"residualZ":1.72,"z1d":1.36,"mom5":-0.0011,"vwap":155.96,"closeVsVwap":0.0079,"orHigh":155.82,"orLow":153,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"BRK-B","sector":"Financials","close":546.97,"pctChg":0.0148,"gapPct":0.0093,"indicatedGapPct":null,"rangePos":0.625,"relVol":1.35,"atr":6.36,"atrPct":0.0116,"rv20":0.0998,"adv20":2269159686,"beta60":-0.11,"residual":0.0135,"residualZ":1.7,"z1d":2.46,"mom5":0.0405,"vwap":547.33,"closeVsVwap":-0.0007,"orHigh":546.41,"orLow":542.01,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"PFE","sector":"Healthcare","close":30.42,"pctChg":0.0191,"gapPct":0.0065,"indicatedGapPct":null,"rangePos":0.964,"relVol":0.96,"atr":0.58,"atrPct":0.0191,"rv20":0.1993,"adv20":851539066,"beta60":0.11,"residual":0.0204,"residualZ":1.68,"z1d":1.57,"mom5":0.0333,"vwap":30.25,"closeVsVwap":0.0055,"orHigh":30.24,"orLow":29.88,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"NFLX","sector":"Internet/Media","close":67.05,"pctChg":0.0309,"gapPct":0.0002,"indicatedGapPct":null,"rangePos":0.822,"relVol":1.46,"atr":2.02,"atrPct":0.0301,"rv20":0.3502,"adv20":2871863293,"beta60":0.43,"residual":0.036,"residualZ":1.66,"z1d":1.51,"mom5":-0.0766,"vwap":66.74,"closeVsVwap":0.0047,"orHigh":67.24,"orLow":65.02,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"V","sector":"Financials","close":414.34,"pctChg":0.0159,"gapPct":0.0002,"indicatedGapPct":null,"rangePos":0.964,"relVol":1.22,"atr":7.44,"atrPct":0.0179,"rv20":0.181,"adv20":2283682891,"beta60":0.25,"residual":0.0188,"residualZ":1.65,"z1d":1.38,"mom5":0.0365,"vwap":412.9,"closeVsVwap":0.0035,"orHigh":411.44,"orLow":407.28,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"COST","sector":"Consumer Staples","close":1018.21,"pctChg":0.0199,"gapPct":0.009,"indicatedGapPct":null,"rangePos":0.966,"relVol":1.26,"atr":15.81,"atrPct":0.0155,"rv20":0.1703,"adv20":2145895597,"beta60":-0.17,"residual":0.018,"residualZ":1.64,"z1d":1.83,"mom5":0.0411,"vwap":1011.81,"closeVsVwap":0.0063,"orHigh":1008.24,"orLow":1001.23,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"T","sector":"Telecom","close":22.74,"pctChg":0.0379,"gapPct":0.0062,"indicatedGapPct":null,"rangePos":0.807,"relVol":1.15,"atr":0.8,"atrPct":0.035,"rv20":0.5203,"adv20":1115673467,"beta60":-0.33,"residual":0.034,"residualZ":1.61,"z1d":1.26,"mom5":-0.0323,"vwap":22.58,"closeVsVwap":0.0072,"orHigh":22.58,"orLow":22.03,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"LIN","sector":"Materials/Utilities","close":510.36,"pctChg":0.0196,"gapPct":0.0006,"indicatedGapPct":null,"rangePos":0.955,"relVol":0.95,"atr":7.74,"atrPct":0.0152,"rv20":0.1396,"adv20":1001420650,"beta60":-0.07,"residual":0.0187,"residualZ":1.59,"z1d":2.38,"mom5":0.0348,"vwap":507.79,"closeVsVwap":0.0051,"orHigh":504.49,"orLow":500.29,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"WMT","sector":"Consumer Staples","close":121.12,"pctChg":0.0282,"gapPct":0.0128,"indicatedGapPct":null,"rangePos":0.982,"relVol":1.34,"atr":2.52,"atrPct":0.0208,"rv20":0.232,"adv20":2378863138,"beta60":0,"residual":0.0282,"residualZ":1.58,"z1d":1.83,"mom5":0.0276,"vwap":120.04,"closeVsVwap":0.009,"orHigh":119.42,"orLow":117.96,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"AXP","sector":"Financials","close":325.17,"pctChg":0.0048,"gapPct":-0.0008,"indicatedGapPct":null,"rangePos":0.712,"relVol":1.05,"atr":5.79,"atrPct":0.0178,"rv20":0.1356,"adv20":993629866,"beta60":0.86,"residual":0.015,"residualZ":1.44,"z1d":0.55,"mom5":0.036,"vwap":324.21,"closeVsVwap":0.003,"orHigh":325.65,"orLow":322.75,"orStatus":"inside","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"VRTX","sector":"Healthcare","close":535.17,"pctChg":0.0203,"gapPct":0.0021,"indicatedGapPct":null,"rangePos":0.844,"relVol":1.38,"atr":13.68,"atrPct":0.0256,"rv20":0.2862,"adv20":625848740,"beta60":0.37,"residual":0.0247,"residualZ":1.42,"z1d":1.16,"mom5":0.0519,"vwap":533.89,"closeVsVwap":0.0024,"orHigh":529.9,"orLow":521.29,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"REGN","sector":"Healthcare","close":819.09,"pctChg":0.0167,"gapPct":0.005,"indicatedGapPct":null,"rangePos":0.748,"relVol":1.23,"atr":21.09,"atrPct":0.0258,"rv20":0.317,"adv20":539544067,"beta60":0.77,"residual":0.0257,"residualZ":1.41,"z1d":0.85,"mom5":0.0286,"vwap":820.33,"closeVsVwap":-0.0015,"orHigh":815.53,"orLow":800,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"UNH","sector":"Healthcare","close":424.98,"pctChg":0.0191,"gapPct":0.0033,"indicatedGapPct":null,"rangePos":0.833,"relVol":0.9,"atr":13.24,"atrPct":0.0312,"rv20":0.2745,"adv20":2352254379,"beta60":0.1,"residual":0.0203,"residualZ":1.38,"z1d":1.11,"mom5":0.045,"vwap":424.35,"closeVsVwap":0.0015,"orHigh":422.58,"orLow":417.13,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"ABT","sector":"Healthcare","close":102.51,"pctChg":0.0199,"gapPct":0.0098,"indicatedGapPct":null,"rangePos":0.868,"relVol":1.08,"atr":2.99,"atrPct":0.0292,"rv20":0.2343,"adv20":1015463609,"beta60":-0.14,"residual":0.0182,"residualZ":1.37,"z1d":1.33,"mom5":-0.0207,"vwap":101.89,"closeVsVwap":0.0061,"orHigh":102.36,"orLow":100.36,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"TTD","sector":"Internet/Media","close":13.16,"pctChg":0.0453,"gapPct":-0.0008,"indicatedGapPct":null,"rangePos":0.983,"relVol":0.86,"atr":0.52,"atrPct":0.0391,"rv20":0.4673,"adv20":207491945,"beta60":0.86,"residual":0.0554,"residualZ":1.36,"z1d":1.63,"mom5":0.0023,"vwap":12.98,"closeVsVwap":0.0136,"orHigh":12.86,"orLow":12.57,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ADV < $500M"],"signals":[]},{"symbol":"SOFI","sector":"Financials","close":14.77,"pctChg":-0.0087,"gapPct":-0.0215,"indicatedGapPct":null,"rangePos":0.4,"relVol":0.9,"atr":0.64,"atrPct":0.0431,"rv20":0.4285,"adv20":687683793,"beta60":3.49,"residual":0.0325,"residualZ":1.36,"z1d":-0.32,"mom5":-0.0212,"vwap":14.81,"closeVsVwap":-0.0026,"orHigh":15.05,"orLow":14.57,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"NKE","sector":"Consumer Disc.","close":38.32,"pctChg":0.021,"gapPct":-0.0128,"indicatedGapPct":null,"rangePos":0.922,"relVol":0.64,"atr":1.07,"atrPct":0.0278,"rv20":0.2885,"adv20":1524892459,"beta60":0.27,"residual":0.0243,"residualZ":1.35,"z1d":1.18,"mom5":0.0318,"vwap":38,"closeVsVwap":0.0085,"orHigh":37.68,"orLow":36.91,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"BAC","sector":"Financials","close":51.08,"pctChg":0.0059,"gapPct":-0.0067,"indicatedGapPct":null,"rangePos":0.871,"relVol":0.87,"atr":1.29,"atrPct":0.0253,"rv20":0.2259,"adv20":2258414998,"beta60":0.89,"residual":0.0165,"residualZ":1.35,"z1d":0.43,"mom5":-0.012,"vwap":50.88,"closeVsVwap":0.004,"orHigh":51.18,"orLow":50.2,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"UBER","sector":"Internet/Media","close":69.07,"pctChg":0.0214,"gapPct":-0.0025,"indicatedGapPct":null,"rangePos":0.959,"relVol":1.3,"atr":1.77,"atrPct":0.0256,"rv20":0.2679,"adv20":1047474517,"beta60":0.53,"residual":0.0277,"residualZ":1.34,"z1d":1.33,"mom5":-0.0309,"vwap":68.38,"closeVsVwap":0.0101,"orHigh":68.3,"orLow":67.33,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"WDAY","sector":"Software","close":209.99,"pctChg":0.0346,"gapPct":0.0176,"indicatedGapPct":null,"rangePos":0.987,"relVol":1.44,"atr":6.88,"atrPct":0.0327,"rv20":0.3191,"adv20":406207369,"beta60":0.99,"residual":0.0464,"residualZ":1.32,"z1d":1.8,"mom5":0.0679,"vwap":207.91,"closeVsVwap":0.01,"orHigh":208.58,"orLow":204.88,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ADV < $500M"],"signals":[]},{"symbol":"RTX","sector":"Industrials","close":194.71,"pctChg":0.0162,"gapPct":0.0092,"indicatedGapPct":null,"rangePos":0.719,"relVol":1.2,"atr":4.61,"atrPct":0.0237,"rv20":0.2181,"adv20":906736185,"beta60":-0.04,"residual":0.0157,"residualZ":1.27,"z1d":1.15,"mom5":0.0415,"vwap":192.75,"closeVsVwap":0.0102,"orHigh":196.15,"orLow":191.63,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"LLY","sector":"Healthcare","close":1306.69,"pctChg":0.0283,"gapPct":0.0087,"indicatedGapPct":null,"rangePos":0.685,"relVol":1.16,"atr":39.62,"atrPct":0.0303,"rv20":0.2881,"adv20":2767801604,"beta60":-0.36,"residual":0.024,"residualZ":1.25,"z1d":1.55,"mom5":0.044,"vwap":1309.45,"closeVsVwap":-0.0021,"orHigh":1303,"orLow":1275.1,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"AMGN","sector":"Healthcare","close":447.28,"pctChg":0.0204,"gapPct":0.0073,"indicatedGapPct":null,"rangePos":0.732,"relVol":1.14,"atr":10.89,"atrPct":0.0243,"rv20":0.2821,"adv20":1162339186,"beta60":0.49,"residual":0.0262,"residualZ":1.23,"z1d":1.17,"mom5":0.0305,"vwap":447.06,"closeVsVwap":0.0005,"orHigh":446.3,"orLow":437.19,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"ZS","sector":"Software","close":237.76,"pctChg":0.0278,"gapPct":0.0072,"indicatedGapPct":null,"rangePos":0.646,"relVol":1.32,"atr":11.61,"atrPct":0.0488,"rv20":0.6769,"adv20":617074551,"beta60":1.71,"residual":0.048,"residualZ":1.19,"z1d":0.66,"mom5":0.0786,"vwap":238.06,"closeVsVwap":-0.0013,"orHigh":237.53,"orLow":233,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"CRM","sector":"Software","close":250.29,"pctChg":0.0352,"gapPct":0.0117,"indicatedGapPct":null,"rangePos":0.781,"relVol":1.19,"atr":8.68,"atrPct":0.0347,"rv20":0.3316,"adv20":1908099437,"beta60":0.65,"residual":0.0429,"residualZ":1.18,"z1d":1.8,"mom5":0.0144,"vwap":248.64,"closeVsVwap":0.0066,"orHigh":248.6,"orLow":242.7,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"PANW","sector":"Software","close":354.92,"pctChg":0.0221,"gapPct":0.0223,"indicatedGapPct":null,"rangePos":0.192,"relVol":1.43,"atr":18.45,"atrPct":0.052,"rv20":0.5398,"adv20":2011055170,"beta60":1.76,"residual":0.0428,"residualZ":1.16,"z1d":0.67,"mom5":-0.0415,"vwap":357.63,"closeVsVwap":-0.0076,"orHigh":366.23,"orLow":354.01,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"JPM","sector":"Financials","close":336.54,"pctChg":0.004,"gapPct":-0.0087,"indicatedGapPct":null,"rangePos":0.984,"relVol":0.79,"atr":6.14,"atrPct":0.0183,"rv20":0.1465,"adv20":2621001335,"beta60":0.61,"residual":0.0113,"residualZ":1.13,"z1d":0.44,"mom5":0.003,"vwap":334.81,"closeVsVwap":0.0052,"orHigh":336.17,"orLow":332.26,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"WFC","sector":"Financials","close":83.01,"pctChg":0.0072,"gapPct":-0.017,"indicatedGapPct":null,"rangePos":0.845,"relVol":0.6,"atr":2.06,"atrPct":0.0248,"rv20":0.2427,"adv20":1345038344,"beta60":0.77,"residual":0.0162,"residualZ":1.13,"z1d":0.47,"mom5":0.0031,"vwap":83.01,"closeVsVwap":0,"orHigh":83.25,"orLow":81.02,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"NOW","sector":"Software","close":157,"pctChg":0.0253,"gapPct":0.0074,"indicatedGapPct":null,"rangePos":0.851,"relVol":1.62,"atr":6.06,"atrPct":0.0386,"rv20":0.3965,"adv20":1572008553,"beta60":0.84,"residual":0.0353,"residualZ":1.11,"z1d":1,"mom5":0.0567,"vwap":156.3,"closeVsVwap":0.0045,"orHigh":157.4,"orLow":153.57,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":["long_momentum"]},{"symbol":"MO","sector":"Consumer Staples","close":76.07,"pctChg":0.0303,"gapPct":0.0115,"indicatedGapPct":null,"rangePos":0.989,"relVol":0.96,"atr":1.56,"atrPct":0.0205,"rv20":0.2096,"adv20":532961600,"beta60":-0.99,"residual":0.0186,"residualZ":1.11,"z1d":2.54,"mom5":0.0302,"vwap":75.71,"closeVsVwap":0.0048,"orHigh":75.12,"orLow":74.28,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_short"]},{"symbol":"HIMS","sector":"Healthcare","close":29.13,"pctChg":-0.0027,"gapPct":-0.0195,"indicatedGapPct":null,"rangePos":0.898,"relVol":0.83,"atr":1.88,"atrPct":0.0646,"rv20":0.6051,"adv20":287581078,"beta60":4.04,"residual":0.045,"residualZ":1.09,"z1d":-0.07,"mom5":-0.0085,"vwap":28.64,"closeVsVwap":0.0173,"orHigh":29.26,"orLow":28.33,"orStatus":"inside","passesLiquidity":false,"liquidityFails":["ADV < $500M"],"signals":[]},{"symbol":"GM","sector":"Consumer Disc.","close":77.21,"pctChg":0.0145,"gapPct":-0.0081,"indicatedGapPct":null,"rangePos":0.664,"relVol":0.94,"atr":2.3,"atrPct":0.0298,"rv20":0.3966,"adv20":638224488,"beta60":0.56,"residual":0.0211,"residualZ":1.06,"z1d":0.56,"mom5":-0.0771,"vwap":77,"closeVsVwap":0.0027,"orHigh":77.47,"orLow":75.4,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"TJX","sector":"Consumer Disc.","close":147.38,"pctChg":0.0128,"gapPct":-0.0003,"indicatedGapPct":null,"rangePos":0.863,"relVol":0.58,"atr":2.66,"atrPct":0.018,"rv20":0.1849,"adv20":1021657043,"beta60":0.17,"residual":0.0148,"residualZ":1.04,"z1d":1.1,"mom5":0.0194,"vwap":147.09,"closeVsVwap":0.002,"orHigh":146.67,"orLow":145.48,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"TMUS","sector":"Telecom","close":158.79,"pctChg":0.0328,"gapPct":0.0119,"indicatedGapPct":null,"rangePos":0.839,"relVol":0.98,"atr":5.9,"atrPct":0.0372,"rv20":0.5784,"adv20":921074989,"beta60":-0.66,"residual":0.025,"residualZ":1.01,"z1d":0.98,"mom5":0.0112,"vwap":158.14,"closeVsVwap":0.0041,"orHigh":157.63,"orLow":155.57,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"DASH","sector":"Internet/Media","close":185.94,"pctChg":0.0081,"gapPct":-0.0113,"indicatedGapPct":null,"rangePos":0.765,"relVol":1.18,"atr":7.47,"atrPct":0.0402,"rv20":0.5143,"adv20":643184072,"beta60":1.25,"residual":0.0229,"residualZ":1,"z1d":0.25,"mom5":-0.0368,"vwap":184.63,"closeVsVwap":0.0071,"orHigh":185.97,"orLow":181,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"DKNG","sector":"Consumer Disc.","close":20.94,"pctChg":0.02,"gapPct":-0.0049,"indicatedGapPct":null,"rangePos":0.663,"relVol":0.68,"atr":0.95,"atrPct":0.0454,"rv20":0.5571,"adv20":296620028,"beta60":1.03,"residual":0.0322,"residualZ":0.98,"z1d":0.58,"mom5":0.0844,"vwap":20.89,"closeVsVwap":0.0023,"orHigh":21.07,"orLow":20.31,"orStatus":"inside","passesLiquidity":false,"liquidityFails":["ADV < $500M"],"signals":[]},{"symbol":"SNAP","sector":"Internet/Media","close":6.35,"pctChg":0,"gapPct":-0.0268,"indicatedGapPct":null,"rangePos":0.442,"relVol":1.56,"atr":0.36,"atrPct":0.057,"rv20":0.5164,"adv20":229148294,"beta60":2.74,"residual":0.0323,"residualZ":0.92,"z1d":0,"mom5":-0.014,"vwap":6.41,"closeVsVwap":-0.0097,"orHigh":6.34,"orLow":6.16,"orStatus":"above","passesLiquidity":false,"liquidityFails":["price ≤ $10","ADV < $500M"],"signals":[]},{"symbol":"PM","sector":"Consumer Staples","close":201.74,"pctChg":0.0217,"gapPct":-0.0021,"indicatedGapPct":null,"rangePos":0.972,"relVol":1.16,"atr":5.88,"atrPct":0.0292,"rv20":0.2872,"adv20":901101628,"beta60":-0.81,"residual":0.0121,"residualZ":0.86,"z1d":1.23,"mom5":0.0092,"vwap":200.69,"closeVsVwap":0.0052,"orHigh":200.27,"orLow":197,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"BKNG","sector":"Consumer Disc.","close":161.1,"pctChg":0.0172,"gapPct":-0.0052,"indicatedGapPct":null,"rangePos":0.499,"relVol":0.99,"atr":5.11,"atrPct":0.0317,"rv20":0.2874,"adv20":1123493576,"beta60":0.15,"residual":0.019,"residualZ":0.85,"z1d":0.96,"mom5":-0.0283,"vwap":161.87,"closeVsVwap":-0.0048,"orHigh":163.7,"orLow":157.49,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"DIS","sector":"Internet/Media","close":113.13,"pctChg":0.0116,"gapPct":-0.0028,"indicatedGapPct":null,"rangePos":0.851,"relVol":1.02,"atr":2.02,"atrPct":0.0178,"rv20":0.1914,"adv20":912243952,"beta60":0.06,"residual":0.0124,"residualZ":0.81,"z1d":0.93,"mom5":0.0221,"vwap":112.67,"closeVsVwap":0.0041,"orHigh":112.55,"orLow":111.51,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"IBM","sector":"Hardware","close":252.11,"pctChg":0.0026,"gapPct":-0.0406,"indicatedGapPct":null,"rangePos":0.723,"relVol":2.11,"atr":6.94,"atrPct":0.0275,"rv20":0.2625,"adv20":1361297944,"beta60":0.99,"residual":0.0143,"residualZ":0.81,"z1d":0.14,"mom5":0.0768,"vwap":247.86,"closeVsVwap":0.0171,"orHigh":256.3,"orLow":240,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":["long_momentum"]},{"symbol":"AAPL","sector":"Hardware","close":348.22,"pctChg":0.0123,"gapPct":0.0027,"indicatedGapPct":null,"rangePos":0.977,"relVol":1.27,"atr":6.08,"atrPct":0.0175,"rv20":0.1718,"adv20":12886567544,"beta60":-0.02,"residual":0.0121,"residualZ":0.78,"z1d":1.16,"mom5":0.0182,"vwap":346.18,"closeVsVwap":0.0059,"orHigh":347.28,"orLow":344.6,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"ABNB","sector":"Internet/Media","close":175.76,"pctChg":0.0119,"gapPct":-0.0051,"indicatedGapPct":null,"rangePos":0.805,"relVol":0.9,"atr":4.37,"atrPct":0.0248,"rv20":0.2644,"adv20":615691261,"beta60":0.85,"residual":0.022,"residualZ":0.74,"z1d":0.71,"mom5":0.0085,"vwap":175.28,"closeVsVwap":0.0027,"orHigh":175.35,"orLow":172.52,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"RBLX","sector":"Internet/Media","close":53.96,"pctChg":0.0268,"gapPct":0.0018,"indicatedGapPct":null,"rangePos":0.939,"relVol":0.66,"atr":2.32,"atrPct":0.043,"rv20":0.6328,"adv20":517678191,"beta60":0.75,"residual":0.0356,"residualZ":0.71,"z1d":0.69,"mom5":0.0553,"vwap":53.41,"closeVsVwap":0.0103,"orHigh":53.86,"orLow":52.57,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"PYPL","sector":"Financials","close":57.54,"pctChg":0.0059,"gapPct":-0.0065,"indicatedGapPct":null,"rangePos":0.906,"relVol":0.68,"atr":1.14,"atrPct":0.0199,"rv20":0.2415,"adv20":611580246,"beta60":0.87,"residual":0.0161,"residualZ":0.71,"z1d":0.38,"mom5":0.0066,"vwap":57.21,"closeVsVwap":0.0057,"orHigh":57.47,"orLow":56.81,"orStatus":"above","passesLiquidity":false,"liquidityFails":["ATR% < 2%"],"signals":[]},{"symbol":"CVS","sector":"Healthcare","close":94.48,"pctChg":0.011,"gapPct":-0.004,"indicatedGapPct":null,"rangePos":0.849,"relVol":0.78,"atr":2.25,"atrPct":0.0239,"rv20":0.2805,"adv20":827066155,"beta60":0.06,"residual":0.0117,"residualZ":0.67,"z1d":0.61,"mom5":0.0205,"vwap":94.07,"closeVsVwap":0.0044,"orHigh":93.42,"orLow":92.49,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"DE","sector":"Industrials","close":643.62,"pctChg":0.0111,"gapPct":-0.0083,"indicatedGapPct":null,"rangePos":0.937,"relVol":0.72,"atr":18.98,"atrPct":0.0295,"rv20":0.3071,"adv20":762325868,"beta60":0.24,"residual":0.0139,"residualZ":0.66,"z1d":0.58,"mom5":-0.0108,"vwap":637.12,"closeVsVwap":0.0102,"orHigh":634.37,"orLow":629.11,"orStatus":"above","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"AFRM","sector":"Crypto/High-beta","close":72.4,"pctChg":-0.0151,"gapPct":-0.0121,"indicatedGapPct":null,"rangePos":0.303,"relVol":0.97,"atr":4.02,"atrPct":0.0555,"rv20":0.6123,"adv20":278249641,"beta60":2.75,"residual":0.0173,"residualZ":0.59,"z1d":-0.38,"mom5":-0.0464,"vwap":72.54,"closeVsVwap":-0.0019,"orHigh":73.98,"orLow":72.48,"orStatus":"below","passesLiquidity":false,"liquidityFails":["ADV < $500M"],"signals":[]},{"symbol":"PINS","sector":"Internet/Media","close":22.93,"pctChg":-0.0009,"gapPct":0.0039,"indicatedGapPct":null,"rangePos":0.366,"relVol":1.03,"atr":0.86,"atrPct":0.0374,"rv20":0.3775,"adv20":240392382,"beta60":1.49,"residual":0.0168,"residualZ":0.58,"z1d":-0.04,"mom5":0.0097,"vwap":23.01,"closeVsVwap":-0.0036,"orHigh":23.2,"orLow":22.7,"orStatus":"inside","passesLiquidity":false,"liquidityFails":["ADV < $500M"],"signals":[]},{"symbol":"CRWD","sector":"Software","close":237.94,"pctChg":-0.0058,"gapPct":0.0181,"indicatedGapPct":null,"rangePos":0.248,"relVol":1.22,"atr":12.36,"atrPct":0.052,"rv20":0.5078,"adv20":2108113756,"beta60":2.52,"residual":0.024,"residualZ":0.57,"z1d":-0.18,"mom5":-0.0271,"vwap":239.31,"closeVsVwap":-0.0057,"orHigh":246.36,"orLow":237.54,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"GS","sector":"Financials","close":891.3,"pctChg":-0.0148,"gapPct":-0.0219,"indicatedGapPct":null,"rangePos":0.406,"relVol":0.87,"atr":24.29,"atrPct":0.0272,"rv20":0.1928,"adv20":2069954168,"beta60":1.83,"residual":0.0068,"residualZ":0.56,"z1d":-1.23,"mom5":0,"vwap":889.65,"closeVsVwap":0.0019,"orHigh":906.35,"orLow":883.89,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"NET","sector":"Software","close":303.61,"pctChg":-0.0118,"gapPct":0.0237,"indicatedGapPct":null,"rangePos":0.035,"relVol":1.67,"atr":18.07,"atrPct":0.0595,"rv20":0.5016,"adv20":979321298,"beta60":2.64,"residual":0.0194,"residualZ":0.55,"z1d":-0.37,"mom5":-0.0402,"vwap":309.71,"closeVsVwap":-0.0197,"orHigh":324.33,"orLow":307.06,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"ORCL","sector":"Software","close":125.54,"pctChg":-0.0278,"gapPct":-0.0215,"indicatedGapPct":null,"rangePos":0.537,"relVol":1.2,"atr":6.63,"atrPct":0.0528,"rv20":0.5644,"adv20":4002729089,"beta60":3.44,"residual":0.0128,"residualZ":0.5,"z1d":-0.79,"mom5":-0.0664,"vwap":124.79,"closeVsVwap":0.006,"orHigh":127.73,"orLow":125.17,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"PLTR","sector":"Software","close":196.19,"pctChg":-0.0274,"gapPct":-0.0037,"indicatedGapPct":null,"rangePos":0.204,"relVol":1.03,"atr":8.83,"atrPct":0.045,"rv20":0.4594,"adv20":4353983918,"beta60":3.59,"residual":0.015,"residualZ":0.37,"z1d":-0.98,"mom5":-0.0215,"vwap":198.21,"closeVsVwap":-0.0102,"orHigh":202.63,"orLow":200.29,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"F","sector":"Consumer Disc.","close":11.94,"pctChg":0.0034,"gapPct":-0.0084,"indicatedGapPct":null,"rangePos":0.585,"relVol":0.95,"atr":0.28,"atrPct":0.0232,"rv20":0.2216,"adv20":481948102,"beta60":0.29,"residual":0.0068,"residualZ":0.36,"z1d":0.23,"mom5":-0.0301,"vwap":11.95,"closeVsVwap":-0.0004,"orHigh":12.02,"orLow":11.78,"orStatus":"inside","passesLiquidity":false,"liquidityFails":["ADV < $500M"],"signals":[]},{"symbol":"C","sector":"Financials","close":122.51,"pctChg":-0.0108,"gapPct":-0.0133,"indicatedGapPct":null,"rangePos":0.514,"relVol":0.88,"atr":3.32,"atrPct":0.0271,"rv20":0.2867,"adv20":1195530118,"beta60":1.33,"residual":0.0049,"residualZ":0.35,"z1d":-0.61,"mom5":-0.0057,"vwap":122.25,"closeVsVwap":0.0021,"orHigh":123.84,"orLow":121.81,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"CVNA","sector":"Crypto/High-beta","close":58.72,"pctChg":-0.0079,"gapPct":-0.0074,"indicatedGapPct":null,"rangePos":0.185,"relVol":0.96,"atr":2.88,"atrPct":0.049,"rv20":0.505,"adv20":513659578,"beta60":1.54,"residual":0.0103,"residualZ":0.32,"z1d":-0.25,"mom5":-0.0313,"vwap":58.98,"closeVsVwap":-0.0044,"orHigh":59.96,"orLow":58.75,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"APP","sector":"Software","close":264.28,"pctChg":-0.0135,"gapPct":-0.0093,"indicatedGapPct":null,"rangePos":0.343,"relVol":0.63,"atr":11.67,"atrPct":0.0442,"rv20":0.4684,"adv20":1252233330,"beta60":2.04,"residual":0.0106,"residualZ":0.3,"z1d":-0.46,"mom5":-0.0537,"vwap":264.53,"closeVsVwap":-0.0009,"orHigh":268.93,"orLow":263.97,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"MS","sector":"Financials","close":183.97,"pctChg":-0.0163,"gapPct":-0.0194,"indicatedGapPct":null,"rangePos":0.366,"relVol":1.03,"atr":5.07,"atrPct":0.0276,"rv20":0.2345,"adv20":1149104769,"beta60":1.64,"residual":0.0031,"residualZ":0.28,"z1d":-1.12,"mom5":0.0103,"vwap":183.78,"closeVsVwap":0.0011,"orHigh":187,"orLow":183.28,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"NVO","sector":"Healthcare","close":39.43,"pctChg":0.0095,"gapPct":0.0084,"indicatedGapPct":null,"rangePos":0.362,"relVol":0.71,"atr":0.76,"atrPct":0.0193,"rv20":0.1958,"adv20":436613144,"beta60":-0.35,"residual":0.0054,"residualZ":0.23,"z1d":0.76,"mom5":0.0054,"vwap":39.55,"closeVsVwap":-0.0031,"orHigh":39.51,"orLow":39.24,"orStatus":"inside","passesLiquidity":false,"liquidityFails":["ADV < $500M","ATR% < 2%"],"signals":[]},{"symbol":"BLK","sector":"Financials","close":1137.29,"pctChg":-0.0107,"gapPct":-0.0085,"indicatedGapPct":null,"rangePos":0.114,"relVol":1.14,"atr":27.19,"atrPct":0.0239,"rv20":0.2216,"adv20":716260341,"beta60":1.12,"residual":0.0025,"residualZ":0.21,"z1d":-0.77,"mom5":0.0147,"vwap":1142.49,"closeVsVwap":-0.0046,"orHigh":1159.99,"orLow":1132.37,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"TEAM","sector":"Software","close":223.16,"pctChg":-0.0104,"gapPct":0.0034,"indicatedGapPct":null,"rangePos":0.125,"relVol":0.91,"atr":8.98,"atrPct":0.0403,"rv20":0.493,"adv20":506149359,"beta60":1.79,"residual":0.0107,"residualZ":0.2,"z1d":-0.33,"mom5":0.0278,"vwap":225.13,"closeVsVwap":-0.0087,"orHigh":229.96,"orLow":225,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"SCHW","sector":"Financials","close":91.44,"pctChg":-0.0022,"gapPct":-0.0049,"indicatedGapPct":null,"rangePos":0.275,"relVol":1,"atr":2.14,"atrPct":0.0233,"rv20":0.2151,"adv20":830904901,"beta60":0.43,"residual":0.0029,"residualZ":0.2,"z1d":-0.16,"mom5":-0.0289,"vwap":92.02,"closeVsVwap":-0.0063,"orHigh":92.36,"orLow":91.06,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"SMCI","sector":"Semis","close":33.72,"pctChg":-0.052,"gapPct":-0.0318,"indicatedGapPct":null,"rangePos":0.387,"relVol":1.22,"atr":2.73,"atrPct":0.0809,"rv20":0.7327,"adv20":1411985293,"beta60":4.92,"residual":0.0061,"residualZ":0.15,"z1d":-1.16,"mom5":-0.039,"vwap":33.7,"closeVsVwap":0.0007,"orHigh":34.78,"orLow":33.81,"orStatus":"below","passesLiquidity":false,"liquidityFails":["ATR% > 8%"],"signals":[]},{"symbol":"MSFT","sector":"Software","close":521.08,"pctChg":-0.0223,"gapPct":-0.0005,"indicatedGapPct":null,"rangePos":0.059,"relVol":1,"atr":11.38,"atrPct":0.0218,"rv20":0.233,"adv20":11259999462,"beta60":2.13,"residual":0.0029,"residualZ":0.15,"z1d":-1.63,"mom5":-0.034,"vwap":524.37,"closeVsVwap":-0.0063,"orHigh":533.6,"orLow":525.14,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"GE","sector":"Industrials","close":293.54,"pctChg":-0.0079,"gapPct":-0.0091,"indicatedGapPct":null,"rangePos":0.903,"relVol":1.42,"atr":8.02,"atrPct":0.0273,"rv20":0.2299,"adv20":1422863363,"beta60":0.87,"residual":0.0023,"residualZ":0.14,"z1d":-0.55,"mom5":-0.0592,"vwap":291.18,"closeVsVwap":0.0081,"orHigh":294.4,"orLow":285.51,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"SNOW","sector":"Software","close":313.96,"pctChg":-0.0272,"gapPct":-0.0119,"indicatedGapPct":null,"rangePos":0.42,"relVol":0.85,"atr":16.74,"atrPct":0.0533,"rv20":0.54,"adv20":1513091179,"beta60":2.48,"residual":0.0022,"residualZ":0.07,"z1d":-0.82,"mom5":-0.063,"vwap":313.7,"closeVsVwap":0.0008,"orHigh":323.94,"orLow":311.11,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"COF","sector":"Financials","close":203.43,"pctChg":-0.0156,"gapPct":-0.0035,"indicatedGapPct":null,"rangePos":0.178,"relVol":1.39,"atr":5.05,"atrPct":0.0248,"rv20":0.2235,"adv20":786852511,"beta60":1.24,"residual":-0.001,"residualZ":-0.08,"z1d":-1.16,"mom5":0.023,"vwap":204.13,"closeVsVwap":-0.0034,"orHigh":208.16,"orLow":205.51,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"MCHP","sector":"Semis","close":74.52,"pctChg":-0.0341,"gapPct":-0.0258,"indicatedGapPct":null,"rangePos":0.391,"relVol":1.84,"atr":3.13,"atrPct":0.0419,"rv20":0.4144,"adv20":737317716,"beta60":2.68,"residual":-0.0024,"residualZ":-0.09,"z1d":-1.36,"mom5":0.0035,"vwap":74.63,"closeVsVwap":-0.0015,"orHigh":75.94,"orLow":74.35,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"MSTR","sector":"Software","close":145.8,"pctChg":-0.05,"gapPct":-0.0547,"indicatedGapPct":null,"rangePos":0.398,"relVol":1.07,"atr":9.71,"atrPct":0.0666,"rv20":0.6896,"adv20":2942625723,"beta60":3.77,"residual":-0.0055,"residualZ":-0.11,"z1d":-1.2,"mom5":-0.0363,"vwap":146.14,"closeVsVwap":-0.0023,"orHigh":148.75,"orLow":144.08,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"CMG","sector":"Consumer Disc.","close":28.14,"pctChg":0.0007,"gapPct":-0.0011,"indicatedGapPct":null,"rangePos":0.492,"relVol":1.22,"atr":1.23,"atrPct":0.0437,"rv20":0.3991,"adv20":694399935,"beta60":-0.37,"residual":-0.0036,"residualZ":-0.12,"z1d":0.03,"mom5":-0.0798,"vwap":28.09,"closeVsVwap":0.0016,"orHigh":28.47,"orLow":28.09,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"QCOM","sector":"Semis","close":172.83,"pctChg":-0.0288,"gapPct":-0.0258,"indicatedGapPct":null,"rangePos":0.135,"relVol":1.46,"atr":5.94,"atrPct":0.0344,"rv20":0.4072,"adv20":1921314514,"beta60":2.08,"residual":-0.0043,"residualZ":-0.18,"z1d":-1.16,"mom5":-0.0312,"vwap":173.93,"closeVsVwap":-0.0063,"orHigh":177.48,"orLow":172.2,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"TXN","sector":"Semis","close":279.5,"pctChg":-0.0181,"gapPct":-0.0015,"indicatedGapPct":null,"rangePos":0.292,"relVol":2.51,"atr":9.29,"atrPct":0.0332,"rv20":0.285,"adv20":1708670239,"beta60":1.22,"residual":-0.0037,"residualZ":-0.21,"z1d":-1.03,"mom5":0.0014,"vwap":281.56,"closeVsVwap":-0.0073,"orHigh":286.54,"orLow":279.85,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"]},{"symbol":"TSLA","sector":"Consumer Disc.","close":374.58,"pctChg":-0.0308,"gapPct":-0.0322,"indicatedGapPct":null,"rangePos":0.057,"relVol":1.45,"atr":12.03,"atrPct":0.0321,"rv20":0.3671,"adv20":13600580796,"beta60":2.22,"residual":-0.0046,"residualZ":-0.23,"z1d":-1.39,"mom5":0.0335,"vwap":381.34,"closeVsVwap":-0.0177,"orHigh":388.23,"orLow":373.71,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"SHOP","sector":"Software","close":168.81,"pctChg":-0.0314,"gapPct":0.0005,"indicatedGapPct":null,"rangePos":0.293,"relVol":1.34,"atr":8.28,"atrPct":0.049,"rv20":0.4282,"adv20":1357310436,"beta60":1.74,"residual":-0.0109,"residualZ":-0.3,"z1d":-1.23,"mom5":-0.0524,"vwap":168.85,"closeVsVwap":-0.0002,"orHigh":176.95,"orLow":170.5,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"COIN","sector":"Financials","close":169.09,"pctChg":-0.0451,"gapPct":-0.0374,"indicatedGapPct":null,"rangePos":0.341,"relVol":0.84,"atr":10.1,"atrPct":0.0598,"rv20":0.5304,"adv20":1410797602,"beta60":2.65,"residual":-0.0138,"residualZ":-0.31,"z1d":-1.4,"mom5":-0.0801,"vwap":169.66,"closeVsVwap":-0.0034,"orHigh":173.1,"orLow":168.55,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"ABBV","sector":"Healthcare","close":285.19,"pctChg":0.0014,"gapPct":-0.0008,"indicatedGapPct":null,"rangePos":0.929,"relVol":1.22,"atr":7.44,"atrPct":0.0261,"rv20":0.2187,"adv20":1428008214,"beta60":-0.48,"residual":-0.0043,"residualZ":-0.33,"z1d":0.1,"mom5":0.0063,"vwap":283.92,"closeVsVwap":0.0045,"orHigh":285.34,"orLow":278.01,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"CSCO","sector":"Hardware","close":104.89,"pctChg":-0.0221,"gapPct":-0.0142,"indicatedGapPct":null,"rangePos":0.482,"relVol":1.13,"atr":3.08,"atrPct":0.0294,"rv20":0.3175,"adv20":1745457743,"beta60":1.3,"residual":-0.0067,"residualZ":-0.35,"z1d":-1.13,"mom5":-0.0452,"vwap":104.76,"closeVsVwap":0.0013,"orHigh":106.3,"orLow":105.47,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"BA","sector":"Industrials","close":187.55,"pctChg":-0.0246,"gapPct":-0.0041,"indicatedGapPct":null,"rangePos":0.121,"relVol":0.79,"atr":3.98,"atrPct":0.0212,"rv20":0.3409,"adv20":1526972382,"beta60":1.54,"residual":-0.0064,"residualZ":-0.36,"z1d":-1.19,"mom5":-0.0063,"vwap":188.61,"closeVsVwap":-0.0056,"orHigh":193.19,"orLow":190.33,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"HOOD","sector":"Financials","close":96.58,"pctChg":-0.0525,"gapPct":-0.0427,"indicatedGapPct":null,"rangePos":0.166,"relVol":1.04,"atr":5.3,"atrPct":0.0549,"rv20":0.4911,"adv20":2007402310,"beta60":3.24,"residual":-0.0142,"residualZ":-0.38,"z1d":-1.83,"mom5":-0.0713,"vwap":97.91,"closeVsVwap":-0.0136,"orHigh":101.36,"orLow":97.45,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"DELL","sector":"Hardware","close":452.95,"pctChg":-0.0678,"gapPct":-0.051,"indicatedGapPct":null,"rangePos":0.231,"relVol":0.96,"atr":32.76,"atrPct":0.0723,"rv20":0.6878,"adv20":3533382942,"beta60":4.51,"residual":-0.0145,"residualZ":-0.39,"z1d":-1.69,"mom5":-0.0432,"vwap":454.01,"closeVsVwap":-0.0023,"orHigh":470,"orLow":459,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"NEM","sector":"Materials/Utilities","close":114.11,"pctChg":-0.0262,"gapPct":-0.0314,"indicatedGapPct":null,"rangePos":0.931,"relVol":1.87,"atr":3.67,"atrPct":0.0321,"rv20":0.3233,"adv20":626382360,"beta60":1.39,"residual":-0.0098,"residualZ":-0.39,"z1d":-1.32,"mom5":-0.0145,"vwap":112.72,"closeVsVwap":0.0124,"orHigh":114.14,"orLow":112.67,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"ARM","sector":"Semis","close":210.1,"pctChg":-0.0728,"gapPct":-0.042,"indicatedGapPct":null,"rangePos":0.185,"relVol":1.08,"atr":14.53,"atrPct":0.0692,"rv20":0.6519,"adv20":1361843821,"beta60":4.86,"residual":-0.0154,"residualZ":-0.4,"z1d":-1.79,"mom5":-0.1417,"vwap":212.14,"closeVsVwap":-0.0096,"orHigh":217.95,"orLow":213,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"MARA","sector":"Crypto/High-beta","close":7.25,"pctChg":-0.0693,"gapPct":-0.0436,"indicatedGapPct":null,"rangePos":0.239,"relVol":0.97,"atr":0.65,"atrPct":0.0891,"rv20":0.5754,"adv20":339581331,"beta60":3.63,"residual":-0.0265,"residualZ":-0.5,"z1d":-2.06,"mom5":-0.1297,"vwap":7.33,"closeVsVwap":-0.0104,"orHigh":7.7,"orLow":7.39,"orStatus":"below","passesLiquidity":false,"liquidityFails":["price ≤ $10","ADV < $500M","ATR% > 8%"],"signals":[]},{"symbol":"MRNA","sector":"Healthcare","close":202.63,"pctChg":-0.1757,"gapPct":-0.0234,"indicatedGapPct":null,"rangePos":0.361,"relVol":2.8,"atr":23.17,"atrPct":0.1143,"rv20":1.1072,"adv20":4085361187,"beta60":4.21,"residual":-0.126,"residualZ":-0.54,"z1d":-3.21,"mom5":-0.1432,"vwap":198.18,"closeVsVwap":0.0225,"orHigh":241.26,"orLow":233.03,"orStatus":"below","passesLiquidity":false,"liquidityFails":["ATR% > 8%"],"signals":[]},{"symbol":"RIOT","sector":"Crypto/High-beta","close":12.89,"pctChg":-0.0806,"gapPct":-0.0414,"indicatedGapPct":null,"rangePos":0.206,"relVol":1.22,"atr":1.24,"atrPct":0.0964,"rv20":0.6843,"adv20":284777796,"beta60":4.34,"residual":-0.0293,"residualZ":-0.57,"z1d":-2.03,"mom5":-0.1684,"vwap":12.99,"closeVsVwap":-0.008,"orHigh":13.74,"orLow":13.24,"orStatus":"below","passesLiquidity":false,"liquidityFails":["ADV < $500M","ATR% > 8%"],"signals":[]},{"symbol":"RIVN","sector":"Consumer Disc.","close":12.06,"pctChg":-0.0321,"gapPct":-0.0167,"indicatedGapPct":null,"rangePos":0.202,"relVol":1.03,"atr":0.46,"atrPct":0.0386,"rv20":0.3147,"adv20":343327594,"beta60":1.46,"residual":-0.0148,"residualZ":-0.6,"z1d":-1.61,"mom5":-0.0737,"vwap":12.15,"closeVsVwap":-0.0078,"orHigh":12.41,"orLow":12.22,"orStatus":"below","passesLiquidity":false,"liquidityFails":["ADV < $500M"],"signals":[]},{"symbol":"MRK","sector":"Healthcare","close":147.24,"pctChg":-0.0176,"gapPct":0.0078,"indicatedGapPct":null,"rangePos":0.319,"relVol":2.06,"atr":4.62,"atrPct":0.0314,"rv20":0.2999,"adv20":1405618632,"beta60":0.37,"residual":-0.0133,"residualZ":-0.6,"z1d":-0.95,"mom5":0.0141,"vwap":147.85,"closeVsVwap":-0.0041,"orHigh":152.85,"orLow":149.63,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"EOG","sector":"Energy","close":157.96,"pctChg":0.0005,"gapPct":0.0134,"indicatedGapPct":null,"rangePos":0.561,"relVol":0.79,"atr":3.78,"atrPct":0.0239,"rv20":0.2257,"adv20":411229486,"beta60":-1.06,"residual":-0.0121,"residualZ":-0.64,"z1d":0.04,"mom5":0.035,"vwap":157.53,"closeVsVwap":0.0027,"orHigh":160.31,"orLow":157.46,"orStatus":"inside","passesLiquidity":false,"liquidityFails":["ADV < $500M"],"signals":[]},{"symbol":"ON","sector":"Semis","close":73.23,"pctChg":-0.0482,"gapPct":-0.0211,"indicatedGapPct":null,"rangePos":0.264,"relVol":1.19,"atr":3.46,"atrPct":0.0473,"rv20":0.5136,"adv20":827254854,"beta60":2.54,"residual":-0.0182,"residualZ":-0.65,"z1d":-1.58,"mom5":-0.0064,"vwap":73.5,"closeVsVwap":-0.0037,"orHigh":75.46,"orLow":74,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"MU","sector":"Semis","close":856.49,"pctChg":-0.0626,"gapPct":-0.0368,"indicatedGapPct":null,"rangePos":0.123,"relVol":1.21,"atr":49.18,"atrPct":0.0574,"rv20":0.4855,"adv20":26768499409,"beta60":3.16,"residual":-0.0253,"residualZ":-0.69,"z1d":-2.24,"mom5":-0.0803,"vwap":869.77,"closeVsVwap":-0.0153,"orHigh":906.93,"orLow":877.25,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"]},{"symbol":"COP","sector":"Energy","close":145.63,"pctChg":-0.0003,"gapPct":0.0081,"indicatedGapPct":null,"rangePos":0.545,"relVol":0.95,"atr":3.4,"atrPct":0.0234,"rv20":0.224,"adv20":792376104,"beta60":-1.02,"residual":-0.0123,"residualZ":-0.72,"z1d":-0.02,"mom5":0.0275,"vwap":145.18,"closeVsVwap":0.0031,"orHigh":147.55,"orLow":145.07,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"DDOG","sector":"Software","close":257.75,"pctChg":-0.0562,"gapPct":-0.0059,"indicatedGapPct":null,"rangePos":0.069,"relVol":1.32,"atr":14.54,"atrPct":0.0564,"rv20":0.5977,"adv20":784848644,"beta60":2.08,"residual":-0.0317,"residualZ":-0.75,"z1d":-1.58,"mom5":-0.0319,"vwap":261.65,"closeVsVwap":-0.0149,"orHigh":275.81,"orLow":263.55,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"OXY","sector":"Energy","close":62.5,"pctChg":-0.0032,"gapPct":0.0112,"indicatedGapPct":null,"rangePos":0.535,"relVol":0.9,"atr":1.56,"atrPct":0.0249,"rv20":0.2682,"adv20":528758230,"beta60":-0.92,"residual":-0.014,"residualZ":-0.75,"z1d":-0.19,"mom5":0.0302,"vwap":62.12,"closeVsVwap":0.0061,"orHigh":63.56,"orLow":62.49,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"CVX","sector":"Energy","close":226.68,"pctChg":-0.0004,"gapPct":0.0092,"indicatedGapPct":null,"rangePos":0.639,"relVol":0.88,"atr":4.85,"atrPct":0.0214,"rv20":0.1883,"adv20":1573905640,"beta60":-0.88,"residual":-0.0108,"residualZ":-0.82,"z1d":-0.04,"mom5":0.0336,"vwap":226.28,"closeVsVwap":0.0018,"orHigh":229.04,"orLow":225.77,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"XOM","sector":"Energy","close":178.23,"pctChg":0.0008,"gapPct":0.0101,"indicatedGapPct":null,"rangePos":0.634,"relVol":1.01,"atr":3.77,"atrPct":0.0212,"rv20":0.1725,"adv20":1932987878,"beta60":-1.07,"residual":-0.0118,"residualZ":-0.91,"z1d":0.07,"mom5":0.0203,"vwap":177.2,"closeVsVwap":0.0058,"orHigh":180.31,"orLow":177.02,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"WDC","sector":"Hardware","close":354.19,"pctChg":-0.0643,"gapPct":-0.039,"indicatedGapPct":null,"rangePos":0.312,"relVol":1.46,"atr":22.76,"atrPct":0.0643,"rv20":0.7139,"adv20":3777853940,"beta60":1.89,"residual":-0.042,"residualZ":-0.94,"z1d":-1.48,"mom5":-0.0063,"vwap":354.57,"closeVsVwap":-0.0011,"orHigh":365.28,"orLow":355.5,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"AVGO","sector":"Semis","close":323.24,"pctChg":-0.0431,"gapPct":-0.0334,"indicatedGapPct":null,"rangePos":0.227,"relVol":1.32,"atr":11.88,"atrPct":0.0368,"rv20":0.3885,"adv20":7593103128,"beta60":2.05,"residual":-0.0189,"residualZ":-0.97,"z1d":-1.91,"mom5":-0.0612,"vwap":324.68,"closeVsVwap":-0.0044,"orHigh":330.75,"orLow":326.29,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"AMZN","sector":"Consumer Disc.","close":250.38,"pctChg":-0.0457,"gapPct":-0.0162,"indicatedGapPct":null,"rangePos":0.23,"relVol":1.37,"atr":7.11,"atrPct":0.0284,"rv20":0.3256,"adv20":9224305066,"beta60":1.75,"residual":-0.0251,"residualZ":-1.05,"z1d":-2.62,"mom5":-0.0172,"vwap":251.44,"closeVsVwap":-0.0042,"orHigh":258.36,"orLow":251.83,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"]},{"symbol":"MRVL","sector":"Semis","close":223.47,"pctChg":-0.087,"gapPct":-0.0554,"indicatedGapPct":null,"rangePos":0.204,"relVol":1.25,"atr":18.46,"atrPct":0.0826,"rv20":0.6427,"adv20":5312938514,"beta60":3.78,"residual":-0.0424,"residualZ":-1.11,"z1d":-2.49,"mom5":-0.0737,"vwap":224.3,"closeVsVwap":-0.0037,"orHigh":235.79,"orLow":229.55,"orStatus":"below","passesLiquidity":false,"liquidityFails":["ATR% > 8%"],"signals":[]},{"symbol":"GOOGL","sector":"Internet/Media","close":324.22,"pctChg":-0.0315,"gapPct":-0.0136,"indicatedGapPct":null,"rangePos":0.235,"relVol":1.17,"atr":8.48,"atrPct":0.0262,"rv20":0.2097,"adv20":8213123873,"beta60":1.14,"residual":-0.0181,"residualZ":-1.11,"z1d":-2.7,"mom5":-0.0716,"vwap":325.1,"closeVsVwap":-0.0027,"orHigh":331.43,"orLow":326.97,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"]},{"symbol":"SLB","sector":"Energy","close":49.55,"pctChg":-0.0303,"gapPct":-0.002,"indicatedGapPct":null,"rangePos":0.346,"relVol":1.25,"atr":1.41,"atrPct":0.0285,"rv20":0.3069,"adv20":608947486,"beta60":0.59,"residual":-0.0234,"residualZ":-1.11,"z1d":-1.67,"mom5":0.0244,"vwap":49.51,"closeVsVwap":0.0009,"orHigh":51.15,"orLow":49.67,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"MPC","sector":"Energy","close":459.28,"pctChg":-0.0186,"gapPct":0.0107,"indicatedGapPct":null,"rangePos":0.442,"relVol":1.31,"atr":17.01,"atrPct":0.037,"rv20":0.3488,"adv20":889800589,"beta60":-0.54,"residual":-0.025,"residualZ":-1.11,"z1d":-0.87,"mom5":-0.037,"vwap":457.59,"closeVsVwap":0.0037,"orHigh":473.06,"orLow":461.51,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"INTC","sector":"Semis","close":85.49,"pctChg":-0.0804,"gapPct":-0.0551,"indicatedGapPct":null,"rangePos":0.186,"relVol":1.35,"atr":5.51,"atrPct":0.0645,"rv20":0.5012,"adv20":10451626048,"beta60":3.48,"residual":-0.0393,"residualZ":-1.15,"z1d":-2.68,"mom5":-0.1036,"vwap":86.71,"closeVsVwap":-0.0141,"orHigh":88.79,"orLow":87.27,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"]},{"symbol":"VRT","sector":"Hardware","close":195.59,"pctChg":-0.0781,"gapPct":-0.0403,"indicatedGapPct":null,"rangePos":0.226,"relVol":1.63,"atr":11.72,"atrPct":0.0599,"rv20":0.4949,"adv20":1226683549,"beta60":3.34,"residual":-0.0386,"residualZ":-1.15,"z1d":-2.97,"mom5":-0.0892,"vwap":196.93,"closeVsVwap":-0.0068,"orHigh":204,"orLow":199.9,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"]},{"symbol":"NVDA","sector":"Semis","close":212.21,"pctChg":-0.044,"gapPct":-0.0214,"indicatedGapPct":null,"rangePos":0.125,"relVol":1.21,"atr":6.15,"atrPct":0.029,"rv20":0.2959,"adv20":23925827149,"beta60":1.94,"residual":-0.021,"residualZ":-1.16,"z1d":-2.79,"mom5":-0.0231,"vwap":213.54,"closeVsVwap":-0.0062,"orHigh":218.88,"orLow":215.68,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"]},{"symbol":"HAL","sector":"Energy","close":33.19,"pctChg":-0.0235,"gapPct":0.0091,"indicatedGapPct":null,"rangePos":0.409,"relVol":1.45,"atr":0.96,"atrPct":0.0289,"rv20":0.2575,"adv20":334229769,"beta60":0.02,"residual":-0.0233,"residualZ":-1.26,"z1d":-1.54,"mom5":0.0091,"vwap":33.11,"closeVsVwap":0.0024,"orHigh":34.41,"orLow":33.24,"orStatus":"below","passesLiquidity":false,"liquidityFails":["ADV < $500M"],"signals":[]},{"symbol":"DVN","sector":"Energy","close":49.18,"pctChg":-0.0138,"gapPct":0.011,"indicatedGapPct":null,"rangePos":0.37,"relVol":1.04,"atr":1.39,"atrPct":0.0282,"rv20":0.2689,"adv20":422611423,"beta60":-0.99,"residual":-0.0256,"residualZ":-1.32,"z1d":-0.81,"mom5":-0.0012,"vwap":49.24,"closeVsVwap":-0.0011,"orHigh":50.51,"orLow":49.54,"orStatus":"below","passesLiquidity":false,"liquidityFails":["ADV < $500M"],"signals":[]},{"symbol":"PSX","sector":"Energy","close":284.63,"pctChg":-0.0188,"gapPct":0.0067,"indicatedGapPct":null,"rangePos":0.439,"relVol":0.85,"atr":9.13,"atrPct":0.0321,"rv20":0.2831,"adv20":648846349,"beta60":-0.56,"residual":-0.0253,"residualZ":-1.4,"z1d":-1.09,"mom5":-0.0158,"vwap":283.14,"closeVsVwap":0.0053,"orHigh":293,"orLow":286.81,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"CEG","sector":"Materials/Utilities","close":255.21,"pctChg":-0.0574,"gapPct":-0.0064,"indicatedGapPct":null,"rangePos":0.118,"relVol":0.97,"atr":16.16,"atrPct":0.0633,"rv20":0.6549,"adv20":1167265113,"beta60":1.6,"residual":-0.0384,"residualZ":-1.4,"z1d":-1.43,"mom5":-0.072,"vwap":256.79,"closeVsVwap":-0.0061,"orHigh":269.02,"orLow":260.42,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"AMD","sector":"Semis","close":507.93,"pctChg":-0.081,"gapPct":-0.0526,"indicatedGapPct":null,"rangePos":0.195,"relVol":1.43,"atr":29.12,"atrPct":0.0573,"rv20":0.5118,"adv20":11566502401,"beta60":3.18,"residual":-0.0434,"residualZ":-1.41,"z1d":-2.93,"mom5":-0.0966,"vwap":513.79,"closeVsVwap":-0.0114,"orHigh":529.98,"orLow":519.8,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"]},{"symbol":"TSM","sector":"Semis","close":412.35,"pctChg":-0.0452,"gapPct":-0.0289,"indicatedGapPct":null,"rangePos":0.182,"relVol":1.51,"atr":13.86,"atrPct":0.0336,"rv20":0.3297,"adv20":4991866699,"beta60":1.86,"residual":-0.0232,"residualZ":-1.47,"z1d":-2.45,"mom5":-0.0234,"vwap":413.25,"closeVsVwap":-0.0022,"orHigh":421.91,"orLow":417.07,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"]},{"symbol":"CAT","sector":"Industrials","close":704.05,"pctChg":-0.0489,"gapPct":-0.0255,"indicatedGapPct":null,"rangePos":0.326,"relVol":1.21,"atr":30.74,"atrPct":0.0437,"rv20":0.3756,"adv20":2027278041,"beta60":1.91,"residual":-0.0263,"residualZ":-1.5,"z1d":-2.32,"mom5":-0.0429,"vwap":704.56,"closeVsVwap":-0.0007,"orHigh":722.4,"orLow":709.55,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"]},{"symbol":"AMAT","sector":"Semis","close":375.58,"pctChg":-0.0816,"gapPct":-0.0608,"indicatedGapPct":null,"rangePos":0.026,"relVol":2.02,"atr":20.61,"atrPct":0.0549,"rv20":0.5356,"adv20":3187750053,"beta60":2.73,"residual":-0.0494,"residualZ":-1.53,"z1d":-2.83,"mom5":-0.1266,"vwap":380.73,"closeVsVwap":-0.0135,"orHigh":389.56,"orLow":380.92,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"]},{"symbol":"ETN","sector":"Industrials","close":368.99,"pctChg":-0.0633,"gapPct":-0.0355,"indicatedGapPct":null,"rangePos":0.355,"relVol":1.75,"atr":16.39,"atrPct":0.0444,"rv20":0.3751,"adv20":956553253,"beta60":2.48,"residual":-0.0341,"residualZ":-1.53,"z1d":-3.25,"mom5":-0.0832,"vwap":368.47,"closeVsVwap":0.0014,"orHigh":380.65,"orLow":370.99,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"STX","sector":"Hardware","close":642.14,"pctChg":-0.0786,"gapPct":-0.0375,"indicatedGapPct":null,"rangePos":0.3,"relVol":1.19,"atr":47.45,"atrPct":0.0739,"rv20":0.7264,"adv20":3878357585,"beta60":1.09,"residual":-0.0657,"residualZ":-1.54,"z1d":-1.87,"mom5":-0.0705,"vwap":642.56,"closeVsVwap":-0.0007,"orHigh":672.77,"orLow":659.26,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":[]},{"symbol":"TMO","sector":"Healthcare","close":676.54,"pctChg":-0.0252,"gapPct":-0.0033,"indicatedGapPct":null,"rangePos":0.081,"relVol":1.52,"atr":23.71,"atrPct":0.035,"rv20":0.289,"adv20":1649244884,"beta60":0.07,"residual":-0.0243,"residualZ":-1.56,"z1d":-1.42,"mom5":-0.0286,"vwap":681.48,"closeVsVwap":-0.0072,"orHigh":703.2,"orLow":683.1,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"]},{"symbol":"ANET","sector":"Hardware","close":171.07,"pctChg":-0.0719,"gapPct":-0.0316,"indicatedGapPct":null,"rangePos":0.136,"relVol":1.54,"atr":9.29,"atrPct":0.0543,"rv20":0.4792,"adv20":1103402356,"beta60":2.56,"residual":-0.0416,"residualZ":-1.59,"z1d":-2.76,"mom5":-0.0782,"vwap":171.7,"closeVsVwap":-0.0037,"orHigh":178.7,"orLow":174.5,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"]},{"symbol":"FCX","sector":"Materials/Utilities","close":64.59,"pctChg":-0.0626,"gapPct":-0.0396,"indicatedGapPct":null,"rangePos":0.176,"relVol":1.25,"atr":2.55,"atrPct":0.0395,"rv20":0.3478,"adv20":781578249,"beta60":1.71,"residual":-0.0423,"residualZ":-1.79,"z1d":-3.67,"mom5":-0.0781,"vwap":65.06,"closeVsVwap":-0.0072,"orHigh":66.42,"orLow":65.43,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"]},{"symbol":"ADI","sector":"Semis","close":385.76,"pctChg":-0.0498,"gapPct":-0.0196,"indicatedGapPct":null,"rangePos":0.032,"relVol":2.2,"atr":13.39,"atrPct":0.0347,"rv20":0.3206,"adv20":1289350859,"beta60":1.65,"residual":-0.0303,"residualZ":-1.9,"z1d":-3.04,"mom5":-0.045,"vwap":389.88,"closeVsVwap":-0.0106,"orHigh":399.48,"orLow":390.81,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"]},{"symbol":"META","sector":"Internet/Media","close":648.85,"pctChg":-0.0698,"gapPct":-0.0312,"indicatedGapPct":null,"rangePos":0.221,"relVol":2.08,"atr":25.57,"atrPct":0.0394,"rv20":0.4327,"adv20":14242473929,"beta60":1.12,"residual":-0.0565,"residualZ":-2.01,"z1d":-2.75,"mom5":-0.1193,"vwap":652.62,"closeVsVwap":-0.0058,"orHigh":681.07,"orLow":648.26,"orStatus":"inside","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"]},{"symbol":"LRCX","sector":"Semis","close":230.15,"pctChg":-0.1176,"gapPct":-0.1004,"indicatedGapPct":null,"rangePos":0.171,"relVol":2.63,"atr":15.58,"atrPct":0.0677,"rv20":0.5962,"adv20":2785902798,"beta60":3.13,"residual":-0.0806,"residualZ":-2.32,"z1d":-4.36,"mom5":-0.1705,"vwap":233.73,"closeVsVwap":-0.0153,"orHigh":241.67,"orLow":232.2,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"]},{"symbol":"KLAC","sector":"Semis","close":147.83,"pctChg":-0.0955,"gapPct":-0.0524,"indicatedGapPct":null,"rangePos":0.151,"relVol":2.2,"atr":8.52,"atrPct":0.0576,"rv20":0.5114,"adv20":1814285618,"beta60":2.42,"residual":-0.0668,"residualZ":-2.41,"z1d":-3.91,"mom5":-0.1526,"vwap":149.65,"closeVsVwap":-0.0122,"orHigh":155,"orLow":151.92,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"]},{"symbol":"ASML","sector":"Semis","close":1560.54,"pctChg":-0.0693,"gapPct":-0.03,"indicatedGapPct":null,"rangePos":0.064,"relVol":1.38,"atr":58.83,"atrPct":0.0377,"rv20":0.3924,"adv20":2611928569,"beta60":1.43,"residual":-0.0524,"residualZ":-2.46,"z1d":-3.6,"mom5":-0.0585,"vwap":1583.84,"closeVsVwap":-0.0147,"orHigh":1628.2,"orLow":1609.46,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["mean_reversion_fade_long"]},{"symbol":"VST","sector":"Materials/Utilities","close":140.83,"pctChg":-0.0981,"gapPct":-0.0201,"indicatedGapPct":null,"rangePos":0.114,"relVol":1.69,"atr":10.04,"atrPct":0.0713,"rv20":0.708,"adv20":1177127165,"beta60":1.5,"residual":-0.0803,"residualZ":-2.84,"z1d":-2.6,"mom5":-0.0865,"vwap":141.23,"closeVsVwap":-0.0028,"orHigh":154.27,"orLow":147.64,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"]},{"symbol":"GEV","sector":"Industrials","close":827.42,"pctChg":-0.1064,"gapPct":-0.0323,"indicatedGapPct":null,"rangePos":0.161,"relVol":2.67,"atr":49.71,"atrPct":0.0601,"rv20":0.5486,"adv20":2247672745,"beta60":1.97,"residual":-0.0832,"residualZ":-3.33,"z1d":-4.43,"mom5":-0.1069,"vwap":833.08,"closeVsVwap":-0.0068,"orHigh":901.6,"orLow":856.78,"orStatus":"below","passesLiquidity":true,"liquidityFails":[],"signals":["short_momentum"]}],"rules":[{"label":"No new entries","value":"9:30–10:00 ET (let the opening range form)"},{"label":"Risk per trade","value":"0.25% of equity (halve to 0.125% if VIX > 22)"},{"label":"Stop","value":"1 × ATR(14) from entry"},{"label":"Target","value":"2 × ATR(14) from entry"},{"label":"Time stop","value":"Exit if not working after 60 minutes"},{"label":"Max concurrent positions","value":"3 (and no more than 1 per correlated sector cluster)"},{"label":"Daily loss limit","value":"−1% of equity → stop trading for the day"},{"label":"Flat by","value":"3:55 PM ET — no overnight holds"}],"notes":["Post-close run: stats reflect today's regular session (2026-10-22).","Beta and residual volatility use a 60-session window ending the prior day (no look-ahead). VWAP and opening range come from 5-minute regular-session bars."],"durationMs":3724}